+526.8%
MSTR vs MNST
+305.0%
+221.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -10.7% | -3.9% | -6.8% | -8.8% |
| 30D | -21.6% | +3.9% | -25.5% | -23.4% |
| 3M | +24.4% | -0.8% | +25.2% | +23.8% |
| 6M | -35.5% | +5.1% | -40.5% | -38.1% |
| YTD | -20.3% | +18.3% | -38.6% | -29.0% |
| 1Y | -49.3% | +29.5% | -78.8% | -57.2% |
| 3Y | +137.8% | +64.0% | +73.7% | +71.1% |
| 5Y | +48.3% | +97.2% | -48.9% | -2.0% |
| 10Y | +526.8% | +328.4% | +198.3% | +246.8% |
| All | +526.8% | +305.0% | +221.8% | +246.8% |
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