+78.1%
STM vs MNST
+35.8%
+42.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | +4.5% |
| 7D | -10.7% | -3.4% | -7.3% | -10.6% |
| 30D | -25.7% | +6.6% | -32.4% | -26.3% |
| 3M | -21.6% | -2.9% | -18.7% | -21.3% |
| 6M | -27.8% | +18.4% | -46.2% | -32.2% |
| YTD | +61.8% | +19.3% | +42.5% | +52.3% |
| 1Y | +78.1% | +37.9% | +40.2% | +78.8% |
| All | +78.1% | +35.8% | +42.3% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling