+312.8%
SPY vs MNST
+241.8%
+71.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -6.5% | +6.6% | +2.5% |
| 30D | +0.1% | -7.2% | +7.3% | +2.5% |
| 3M | +2.0% | -1.0% | +3.0% | +1.9% |
| 6M | +13.0% | +11.5% | +1.5% | +7.6% |
| YTD | +13.5% | +14.3% | -0.8% | +6.8% |
| 1Y | +20.0% | +38.1% | -18.2% | +4.5% |
| 3Y | +77.2% | +55.0% | +22.2% | +44.9% |
| 5Y | +81.9% | +79.6% | +2.3% | +37.4% |
| All | +312.8% | +241.8% | +71.0% | +160.9% |
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