+521.9%
MSTR vs MNST
+328.4%
+193.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -14.2% | -6.9% | -7.3% | -11.0% |
| 30D | -19.9% | +3.7% | -23.6% | -21.7% |
| 3M | +27.3% | -0.3% | +27.6% | +26.3% |
| 6M | -37.6% | +5.1% | -42.6% | -40.1% |
| YTD | -19.5% | +18.4% | -37.9% | -28.3% |
| 1Y | -47.1% | +26.3% | -73.4% | -54.6% |
| 3Y | +140.3% | +64.3% | +76.0% | +72.7% |
| 5Y | +49.5% | +96.8% | -47.3% | -1.2% |
| 10Y | +521.9% | +333.2% | +188.6% | +242.1% |
| All | +521.9% | +328.4% | +193.5% | +242.1% |
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