+23.9%
ONDS vs MNST
+100.4%
-76.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | +8.2% | -4.1% | +12.3% | +10.6% |
| 30D | -16.4% | -4.5% | -11.9% | -14.6% |
| 3M | -26.0% | -2.5% | -23.6% | -26.3% |
| 6M | -22.5% | +14.1% | -36.6% | -30.7% |
| YTD | -21.9% | +12.6% | -34.5% | -29.9% |
| 1Y | +25.7% | +36.9% | -11.2% | -1.8% |
| 3Y | +735.5% | +53.1% | +682.4% | +486.9% |
| 5Y | -0.1% | +78.2% | -78.4% | -40.3% |
| All | +23.9% | +100.4% | -76.5% | -41.3% |
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 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