+33.6%
TER vs MNST
+29.9%
+3.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.3% |
| 7D | -8.9% | -3.9% | -5.0% | -9.0% |
| 30D | -39.1% | +3.9% | -43.0% | -39.2% |
| 3M | -32.8% | -0.8% | -31.9% | -32.8% |
| 6M | -31.7% | +5.1% | -36.8% | -33.7% |
| YTD | +26.9% | +18.3% | +8.7% | +20.5% |
| 1Y | +33.6% | +29.5% | +4.1% | +38.3% |
| All | +33.6% | +29.9% | +3.7% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling