+3,094.0%
SPY vs MNST
+217,024.2%
-213,930.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.1% | -6.5% | +6.6% | +0.6% |
| 30D | +0.1% | -7.2% | +7.3% | +0.5% |
| 3M | +2.0% | -1.0% | +3.0% | +2.0% |
| 6M | +13.0% | +11.5% | +1.5% | +12.0% |
| YTD | +13.5% | +14.3% | -0.8% | +12.4% |
| 1Y | +20.0% | +38.1% | -18.2% | +17.1% |
| 3Y | +77.2% | +55.0% | +22.2% | +71.3% |
| 5Y | +81.9% | +79.6% | +2.3% | +74.0% |
| 10Y | +314.1% | +241.8% | +72.3% | +280.9% |
| All | +3,094.0% | +217,024.2% | -213,930.1% | +2,282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling