+55.5%
T vs MNST
+301.8%
-246.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.3% |
| 7D | +1.0% | -3.4% | +4.4% | +1.9% |
| 30D | -10.6% | +6.6% | -17.2% | -12.1% |
| 3M | -7.7% | -2.9% | -4.9% | -7.1% |
| 6M | -13.3% | +18.4% | -31.8% | -17.6% |
| YTD | -8.8% | +19.3% | -28.0% | -13.8% |
| 1Y | -8.4% | +37.9% | -46.3% | -17.1% |
| 3Y | +59.6% | +62.9% | -3.2% | +36.0% |
| 5Y | +52.1% | +99.6% | -47.5% | +19.3% |
| All | +55.5% | +301.8% | -246.3% | +1.1% |
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 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