+570.4%
MSTR vs MNST
+301.8%
+268.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.9% |
| 7D | -1.2% | -3.4% | +2.2% | +0.6% |
| 30D | -15.9% | +6.6% | -22.6% | -19.0% |
| 3M | +33.1% | -2.9% | +36.0% | +33.8% |
| 6M | -31.0% | +18.4% | -49.4% | -38.2% |
| YTD | -15.1% | +19.3% | -34.4% | -24.6% |
| 1Y | -45.6% | +37.9% | -83.5% | -55.6% |
| 3Y | +180.5% | +62.9% | +117.6% | +103.1% |
| 5Y | +61.7% | +99.6% | -37.9% | +6.4% |
| All | +570.4% | +301.8% | +268.6% | +275.3% |
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