+52.3%
MSFT vs MNST
+64.6%
-12.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.6% |
| 7D | +1.7% | -3.4% | +5.1% | +2.0% |
| 30D | +0.2% | +6.6% | -6.5% | -0.3% |
| 3M | +6.4% | -2.9% | +9.2% | +6.5% |
| 6M | +28.7% | +18.4% | +10.3% | +27.0% |
| YTD | +10.4% | +19.3% | -8.9% | +8.6% |
| 1Y | +7.6% | +37.9% | -30.3% | +3.9% |
| 3Y | +52.3% | +62.9% | -10.6% | +46.0% |
| All | +52.3% | +64.6% | -12.3% | +46.0% |
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