+72.4%
TER vs MNST
+101.0%
-28.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +12.9% | +12.8% |
| 7D | -5.8% | -5.0% | -0.8% | -4.4% |
| 30D | -38.9% | +4.6% | -43.5% | -40.1% |
| 3M | -35.1% | +1.0% | -36.1% | -36.0% |
| 6M | -31.6% | +5.8% | -37.4% | -34.1% |
| YTD | +27.2% | +19.1% | +8.2% | +16.4% |
| 1Y | +35.2% | +30.9% | +4.3% | +19.1% |
| 3Y | +192.8% | +65.7% | +127.1% | +124.2% |
| 5Y | +72.4% | +99.0% | -26.5% | +8.8% |
| All | +72.4% | +101.0% | -28.6% | +8.8% |
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