+392.6%
STM vs MNST
+301.8%
+90.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | +6.6% |
| 7D | -10.7% | -3.4% | -7.3% | -9.4% |
| 30D | -25.7% | +6.6% | -32.4% | -28.6% |
| 3M | -21.6% | -2.9% | -18.7% | -21.6% |
| 6M | -27.8% | +18.4% | -46.2% | -35.4% |
| YTD | +61.8% | +19.3% | +42.5% | +43.7% |
| 1Y | +78.1% | +37.9% | +40.2% | +45.9% |
| 3Y | +4.9% | +62.9% | -58.0% | -24.3% |
| 5Y | -14.3% | +99.6% | -113.8% | -46.1% |
| All | +392.6% | +301.8% | +90.8% | +147.7% |
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