+306.8%
SPOT vs MNST
+223.8%
+83.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +1.0% | -3.9% | +4.9% | +2.6% |
| 30D | +14.6% | +3.9% | +10.7% | +12.9% |
| 3M | +18.4% | -0.8% | +19.3% | +18.8% |
| 6M | +45.1% | +5.1% | +40.0% | +41.8% |
| YTD | +4.4% | +18.3% | -13.9% | -3.8% |
| 1Y | -2.7% | +29.5% | -32.2% | -13.8% |
| 3Y | +254.6% | +64.0% | +190.5% | +175.7% |
| 5Y | +124.8% | +97.2% | +27.6% | +57.8% |
| All | +306.8% | +223.8% | +83.0% | +130.7% |
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