+145.1%
MS vs MNST
+80.0%
+65.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.4% | -6.5% | +7.9% | +3.3% |
| 30D | -0.3% | -7.2% | +7.0% | +1.8% |
| 3M | +0.3% | -1.0% | +1.3% | +0.2% |
| 6M | +31.3% | +11.5% | +19.9% | +26.1% |
| YTD | +24.7% | +14.3% | +10.4% | +18.5% |
| 1Y | +47.9% | +38.1% | +9.8% | +31.2% |
| 3Y | +178.3% | +55.0% | +123.4% | +134.7% |
| All | +145.1% | +80.0% | +65.0% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling