+32.6%
NET vs MNST
+123.4%
-90.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.4% |
| 7D | -16.4% | +6.8% | -23.1% | -17.9% |
| 30D | -25.8% | +12.0% | -37.9% | -28.3% |
| 3M | -11.5% | +3.5% | -15.1% | -12.8% |
| 6M | +18.9% | +29.7% | -10.7% | +6.5% |
| YTD | +35.2% | +27.2% | +8.0% | +20.3% |
| 1Y | +14.5% | +45.8% | -31.3% | -5.8% |
| 3Y | +313.8% | +75.5% | +238.3% | +191.3% |
| 5Y | +32.6% | +122.1% | -89.6% | -31.7% |
| All | +32.6% | +123.4% | -90.9% | -31.7% |
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