+303.9%
SPY vs MNST
+301.8%
+2.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.8% |
| 7D | -2.7% | -3.4% | +0.7% | -1.6% |
| 30D | -5.4% | +6.6% | -12.0% | -7.7% |
| 3M | -4.1% | -2.9% | -1.2% | -3.5% |
| 6M | +0.7% | +18.4% | -17.7% | -6.3% |
| YTD | +8.7% | +19.3% | -10.6% | +0.5% |
| 1Y | +10.9% | +37.9% | -27.0% | -3.2% |
| 3Y | +75.0% | +62.9% | +12.1% | +40.4% |
| 5Y | +67.8% | +99.6% | -31.8% | +21.4% |
| All | +303.9% | +301.8% | +2.2% | +140.7% |
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