+1,057.8%
TER vs MNST
+336.2%
+721.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | +24.0% | -4.7% | +28.7% | +26.6% |
| 30D | -30.6% | +5.2% | -35.9% | -32.8% |
| 3M | -34.5% | -0.9% | -33.6% | -35.1% |
| 6M | -26.4% | +6.1% | -32.5% | -30.1% |
| YTD | +36.4% | +18.9% | +17.6% | +21.7% |
| 1Y | +47.4% | +29.3% | +18.1% | +25.8% |
| 3Y | +202.6% | +64.9% | +137.7% | +116.7% |
| 5Y | +83.9% | +98.0% | -14.1% | +16.2% |
| All | +1,057.8% | +336.2% | +721.6% | +488.5% |
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