+9.0%
MSFT vs MNST
+45.8%
-36.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +6.7% |
| 7D | +4.7% | +6.8% | -2.1% | +4.7% |
| 30D | +5.8% | +12.0% | -6.2% | +6.0% |
| 3M | +13.0% | +3.5% | +9.5% | +12.8% |
| 6M | +34.9% | +29.7% | +5.3% | +36.3% |
| YTD | +15.7% | +27.2% | -11.5% | +15.4% |
| 1Y | +9.0% | +45.8% | -36.9% | +7.5% |
| All | +9.0% | +45.8% | -36.8% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling