+123.8%
NOK vs MNST
+316.3%
-192.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | -1.4% | -5.0% | +3.5% | -0.1% |
| 30D | -21.0% | +4.6% | -25.6% | -22.3% |
| 3M | -12.6% | +1.0% | -13.6% | -13.4% |
| 6M | -36.2% | +5.8% | -42.0% | -37.9% |
| YTD | +26.4% | +19.1% | +7.4% | +18.2% |
| 1Y | +19.6% | +30.9% | -11.3% | +8.6% |
| 3Y | +152.6% | +65.7% | +86.8% | +110.2% |
| 5Y | +57.3% | +99.0% | -41.7% | +21.4% |
| 10Y | +123.8% | +313.1% | -189.3% | +43.4% |
| All | +123.8% | +316.3% | -192.5% | +43.4% |
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 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