-17.9%
STM vs MNST
+111.6%
-129.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.9% | -10.5% | -11.7% |
| 7D | -20.1% | +3.2% | -23.3% | -21.1% |
| 30D | -32.0% | +10.6% | -42.6% | -34.9% |
| 3M | -24.2% | +1.3% | -25.4% | -25.2% |
| 6M | -29.9% | +26.2% | -56.1% | -37.9% |
| YTD | +54.9% | +24.8% | +30.1% | +37.5% |
| 1Y | +68.0% | +40.9% | +27.0% | +40.4% |
| 3Y | -0.1% | +72.2% | -72.3% | -26.7% |
| 5Y | -17.9% | +108.8% | -126.7% | -53.5% |
| All | -17.9% | +111.6% | -129.5% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling