+67.7%
T vs MNST
+80.0%
-12.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.8% |
| 7D | -1.3% | -6.5% | +5.2% | 0.0% |
| 30D | +11.4% | -7.2% | +18.6% | +12.9% |
| 3M | +14.3% | -1.0% | +15.3% | +14.4% |
| 6M | -9.3% | +11.5% | -20.7% | -11.5% |
| YTD | +7.1% | +14.3% | -7.2% | +3.7% |
| 1Y | -9.1% | +38.1% | -47.2% | -15.9% |
| 3Y | +105.3% | +55.0% | +50.4% | +83.5% |
| All | +67.7% | +80.0% | -12.4% | +37.6% |
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 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