+58.8%
T vs MNST
+305.0%
-246.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +2.6% | -3.9% | +6.5% | +3.6% |
| 30D | -1.1% | +3.9% | -5.0% | -2.1% |
| 3M | -7.7% | -0.8% | -6.9% | -7.6% |
| 6M | -10.6% | +5.1% | -15.7% | -12.0% |
| YTD | -7.5% | +18.3% | -25.7% | -12.3% |
| 1Y | -7.4% | +29.5% | -36.9% | -14.6% |
| 3Y | +63.1% | +64.0% | -1.0% | +38.5% |
| 5Y | +55.2% | +97.2% | -42.0% | +22.1% |
| 10Y | +58.8% | +328.4% | -269.6% | +2.4% |
| All | +58.8% | +305.0% | -246.2% | +2.4% |
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