+607.1%
MS vs MNST
+301.8%
+305.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.2% |
| 7D | -1.6% | -3.4% | +1.9% | -0.2% |
| 30D | -3.8% | +6.6% | -10.4% | -6.3% |
| 3M | -14.6% | -2.9% | -11.7% | -14.0% |
| 6M | -5.1% | +18.4% | -23.5% | -12.4% |
| YTD | +4.5% | +19.3% | -14.7% | -4.3% |
| 1Y | +13.5% | +37.9% | -24.4% | -2.5% |
| 3Y | +160.4% | +62.9% | +97.5% | +103.1% |
| 5Y | +112.9% | +99.6% | +13.3% | +47.0% |
| All | +607.1% | +301.8% | +305.3% | +302.7% |
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