+3,635.3%
STX vs MNST
+242.3%
+3,393.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | +2.4% | -6.5% | +8.8% | +4.6% |
| 30D | +1.4% | -7.2% | +8.6% | +3.6% |
| 3M | -8.2% | -1.0% | -7.2% | -8.8% |
| 6M | +127.0% | +11.5% | +115.5% | +115.9% |
| YTD | +209.1% | +14.3% | +194.8% | +191.4% |
| 1Y | +365.4% | +38.1% | +327.3% | +307.7% |
| 3Y | +1,135.4% | +55.0% | +1,080.4% | +916.5% |
| 5Y | +991.5% | +79.6% | +911.9% | +732.8% |
| All | +3,635.3% | +242.3% | +3,393.0% | +2,256.6% |
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