+161.8%
MS vs MNST
+72.2%
+89.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.1% | -5.7% |
| 7D | -3.4% | +3.2% | -6.6% | -3.8% |
| 30D | -3.9% | +10.6% | -14.5% | -5.2% |
| 3M | -15.9% | +1.3% | -17.2% | -16.1% |
| 6M | -2.5% | +26.2% | -28.7% | -6.0% |
| YTD | +5.1% | +24.8% | -19.7% | +1.3% |
| 1Y | +13.0% | +40.9% | -28.0% | +6.7% |
| All | +161.8% | +72.2% | +89.7% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling