+886.2%
TER vs MNST
+301.8%
+584.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +4.6% |
| 7D | -20.5% | -3.4% | -17.0% | -19.4% |
| 30D | -47.0% | +6.6% | -53.6% | -48.9% |
| 3M | -43.3% | -2.9% | -40.4% | -43.3% |
| 6M | -42.9% | +18.4% | -61.3% | -49.0% |
| YTD | +12.9% | +19.3% | -6.4% | +0.6% |
| 1Y | +18.2% | +37.9% | -19.7% | -2.5% |
| 3Y | +151.8% | +62.9% | +88.9% | +82.2% |
| 5Y | +54.2% | +99.6% | -45.4% | -2.7% |
| All | +886.2% | +301.8% | +584.4% | +403.4% |
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