+49.9%
MSTR vs MNST
+100.5%
-50.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +2.7% |
| 7D | -1.2% | -3.4% | +2.2% | +1.2% |
| 30D | -15.9% | +6.6% | -22.6% | -20.1% |
| 3M | +33.1% | -2.9% | +36.0% | +33.9% |
| 6M | -31.0% | +18.4% | -49.4% | -41.3% |
| YTD | -15.1% | +19.3% | -34.4% | -29.0% |
| 1Y | -45.6% | +37.9% | -83.5% | -60.0% |
| 3Y | +180.5% | +62.9% | +117.6% | +67.9% |
| All | +49.9% | +100.5% | -50.6% | -37.7% |
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