+202.8%
TER vs MNST
+80.0%
+122.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +0.6% | -6.5% | +7.1% | +2.9% |
| 30D | -8.3% | -7.2% | -1.1% | -6.2% |
| 3M | -12.2% | -1.0% | -11.2% | -12.8% |
| 6M | +17.1% | +11.5% | +5.6% | +10.5% |
| YTD | +84.7% | +14.3% | +70.4% | +72.3% |
| 1Y | +199.9% | +38.1% | +161.8% | +155.5% |
| 3Y | +232.8% | +55.0% | +177.8% | +164.4% |
| All | +202.8% | +80.0% | +122.8% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling