+920.4%
MSFT vs MNST
+316.3%
+604.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +7.5% | -5.0% | +12.5% | +9.8% |
| 30D | +1.9% | +4.6% | -2.7% | -0.2% |
| 3M | +9.2% | +1.0% | +8.2% | +8.4% |
| 6M | +31.9% | +5.8% | +26.1% | +27.8% |
| YTD | +13.4% | +19.1% | -5.6% | +3.1% |
| 1Y | +10.6% | +30.9% | -20.3% | -3.9% |
| 3Y | +54.7% | +65.7% | -11.0% | +16.5% |
| 5Y | +69.1% | +99.0% | -29.9% | +13.7% |
| 10Y | +920.4% | +313.1% | +607.3% | +434.2% |
| All | +920.4% | +316.3% | +604.1% | +434.2% |
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