+452.0%
TEAM vs MNST
+336.2%
+115.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -16.9% | -4.7% | -12.2% | -15.2% |
| 30D | -26.8% | +5.2% | -32.0% | -28.0% |
| 3M | -1.9% | -0.9% | -1.0% | -1.6% |
| 6M | +79.2% | +6.1% | +73.0% | +74.3% |
| YTD | -6.1% | +18.9% | -24.9% | -13.5% |
| 1Y | -2.1% | +29.3% | -31.4% | -13.0% |
| 3Y | -13.6% | +64.9% | -78.5% | -32.2% |
| 5Y | -65.8% | +98.0% | -163.8% | -76.0% |
| All | +452.0% | +336.2% | +115.8% | +228.4% |
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