+62.1%
MSTR vs MNST
+111.6%
-49.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.0% |
| 7D | -8.7% | +3.2% | -11.9% | -10.7% |
| 30D | -21.4% | +10.6% | -32.0% | -27.0% |
| 3M | +31.4% | +1.3% | +30.2% | +28.6% |
| 6M | -30.8% | +26.2% | -57.0% | -43.7% |
| YTD | -14.9% | +24.8% | -39.7% | -30.8% |
| 1Y | -49.3% | +40.9% | -90.2% | -63.0% |
| 3Y | +184.8% | +72.2% | +112.7% | +63.8% |
| 5Y | +62.1% | +108.8% | -46.7% | -36.4% |
| All | +62.1% | +111.6% | -49.4% | -36.4% |
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