+2,956.9%
SPY vs MNST
+226,438.5%
-223,481.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +0.6% |
| 7D | -2.7% | -3.4% | +0.7% | -2.5% |
| 30D | -5.4% | +6.6% | -12.0% | -5.8% |
| 3M | -4.1% | -2.9% | -1.2% | -4.0% |
| 6M | +0.7% | +18.4% | -17.7% | -0.6% |
| YTD | +8.7% | +19.3% | -10.6% | +7.2% |
| 1Y | +10.9% | +37.9% | -27.0% | +8.3% |
| 3Y | +75.0% | +62.9% | +12.1% | +68.6% |
| 5Y | +67.8% | +99.6% | -31.8% | +59.4% |
| 10Y | +312.9% | +305.7% | +7.1% | +276.2% |
| All | +2,956.9% | +226,438.5% | -223,481.6% | +2,173.1% |
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