+146.1%
MO vs MNST
+305.0%
-158.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.8% | -3.9% | +3.1% | +0.2% |
| 30D | +6.5% | +3.9% | +2.6% | +5.4% |
| 3M | +18.3% | -0.8% | +19.2% | +18.5% |
| 6M | +15.6% | +5.1% | +10.5% | +13.8% |
| YTD | +38.8% | +18.3% | +20.5% | +31.9% |
| 1Y | +41.6% | +29.5% | +12.1% | +31.3% |
| 3Y | +138.2% | +64.0% | +74.2% | +104.6% |
| 5Y | +150.5% | +97.2% | +53.3% | +100.0% |
| 10Y | +146.1% | +328.4% | -182.4% | +59.8% |
| All | +146.1% | +305.0% | -158.9% | +59.8% |
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