+10.5%
ON vs MNST
+64.1%
-53.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.3% | -6.9% | +10.2% | +4.3% |
| 30D | -3.1% | +3.7% | -6.9% | -3.7% |
| 3M | -9.2% | -0.3% | -8.9% | -9.5% |
| 6M | -31.4% | +5.1% | -36.4% | -32.5% |
| YTD | +36.0% | +18.4% | +17.5% | +30.2% |
| 1Y | +52.0% | +26.3% | +25.7% | +44.5% |
| All | +10.5% | +64.1% | -53.7% | +2.3% |
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