+133.9%
NOK vs MNST
+336.2%
-202.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +11.0% | -4.7% | +15.7% | +12.4% |
| 30D | -16.0% | +5.2% | -21.2% | -17.5% |
| 3M | -19.8% | -0.9% | -18.9% | -20.1% |
| 6M | -37.1% | +6.1% | -43.3% | -38.8% |
| YTD | +28.0% | +18.9% | +9.1% | +19.7% |
| 1Y | +17.9% | +29.3% | -11.4% | +7.5% |
| 3Y | +152.7% | +64.9% | +87.8% | +110.6% |
| 5Y | +62.3% | +98.0% | -35.7% | +25.4% |
| All | +133.9% | +336.2% | -202.3% | +48.7% |
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 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