-4.4%
ON vs MNST
+64.6%
-69.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.0% |
| 7D | -11.7% | -3.4% | -8.2% | -11.3% |
| 30D | -23.3% | +6.6% | -29.9% | -24.1% |
| 3M | -19.2% | -2.9% | -16.3% | -19.1% |
| 6M | -40.1% | +18.4% | -58.6% | -42.6% |
| YTD | +16.9% | +19.3% | -2.3% | +11.8% |
| 1Y | +29.7% | +37.9% | -8.2% | +21.7% |
| 3Y | -4.4% | +62.9% | -67.3% | -11.7% |
| All | -4.4% | +64.6% | -69.0% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling