+915.1%
MSFT vs MNST
+344.7%
+570.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.6% |
| 7D | -1.3% | +1.6% | -2.9% | -1.9% |
| 30D | -1.8% | +5.1% | -6.9% | -4.0% |
| 3M | +5.6% | -0.5% | +6.1% | +5.5% |
| 6M | +29.8% | +8.1% | +21.7% | +24.6% |
| YTD | +9.0% | +21.2% | -12.2% | -1.7% |
| 1Y | +4.9% | +30.7% | -25.8% | -8.7% |
| 3Y | +46.2% | +67.3% | -21.1% | +9.8% |
| 5Y | +62.1% | +101.9% | -39.8% | +8.4% |
| All | +915.1% | +344.7% | +570.4% | +419.4% |
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