+103.0%
MO vs MNST
+240.5%
-137.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -2.0% | -4.1% | +2.1% | -0.9% |
| 30D | -0.3% | -4.5% | +4.2% | +0.9% |
| 3M | -2.9% | -2.5% | -0.5% | -2.5% |
| 6M | +5.8% | +14.1% | -8.4% | +1.5% |
| YTD | +22.0% | +12.6% | +9.4% | +17.4% |
| 1Y | +10.7% | +36.9% | -26.3% | +0.8% |
| 3Y | +94.4% | +53.1% | +41.3% | +69.4% |
| 5Y | +97.2% | +78.2% | +19.0% | +61.5% |
| 10Y | +103.0% | +240.4% | -137.4% | +40.6% |
| All | +103.0% | +240.5% | -137.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling