+145.5%
TER vs MNST
+72.2%
+73.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.9% | -13.4% | -15.3% |
| 7D | -28.2% | +3.2% | -31.4% | -28.1% |
| 30D | -50.6% | +10.6% | -61.2% | -50.5% |
| 3M | -45.3% | +1.3% | -46.6% | -45.1% |
| 6M | -40.4% | +26.2% | -66.6% | -41.5% |
| YTD | +10.0% | +24.8% | -14.7% | +8.0% |
| 1Y | +13.6% | +40.9% | -27.3% | +12.0% |
| All | +145.5% | +72.2% | +73.3% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling