+53.4%
T vs MNST
+100.5%
-47.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | 0.0% |
| 7D | +1.0% | -3.4% | +4.4% | +1.7% |
| 30D | -10.6% | +6.6% | -17.2% | -11.7% |
| 3M | -7.7% | -2.9% | -4.9% | -7.3% |
| 6M | -13.3% | +18.4% | -31.8% | -16.4% |
| YTD | -8.8% | +19.3% | -28.0% | -12.4% |
| 1Y | -8.4% | +37.9% | -46.3% | -15.0% |
| 3Y | +59.6% | +62.9% | -3.2% | +41.6% |
| All | +53.4% | +100.5% | -47.1% | +22.7% |
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