+523.3%
ON vs MNST
+344.7%
+178.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -4.7% |
| 7D | +12.2% | +1.6% | +10.6% | +11.2% |
| 30D | -3.1% | +5.1% | -8.2% | -6.2% |
| 3M | -12.9% | -0.5% | -12.4% | -13.5% |
| 6M | -38.6% | +8.1% | -46.7% | -42.4% |
| YTD | +31.2% | +21.2% | +10.0% | +14.6% |
| 1Y | +47.6% | +30.7% | +16.9% | +23.1% |
| 3Y | +6.6% | +67.3% | -60.7% | -26.6% |
| 5Y | +21.3% | +101.9% | -80.6% | -27.3% |
| All | +523.3% | +344.7% | +178.6% | +164.6% |
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