+63.3%
MSFT vs MNST
+97.2%
-33.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -6.2% | -6.9% | +0.6% | -4.2% |
| 30D | -3.7% | +3.7% | -7.4% | -4.8% |
| 3M | +3.6% | -0.3% | +3.9% | +3.5% |
| 6M | +26.8% | +5.1% | +21.7% | +24.2% |
| YTD | +8.4% | +18.4% | -10.0% | +1.3% |
| 1Y | +3.3% | +26.3% | -23.0% | -5.9% |
| 3Y | +44.3% | +64.3% | -20.0% | +15.8% |
| 5Y | +63.3% | +96.8% | -33.5% | +10.5% |
| All | +63.3% | +97.2% | -33.9% | +10.5% |
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 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