+50.4%
TER vs MNST
+111.6%
-61.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.9% | -13.4% | -14.7% |
| 7D | -28.2% | +3.2% | -31.4% | -28.9% |
| 30D | -50.6% | +10.6% | -61.2% | -52.3% |
| 3M | -45.3% | +1.3% | -46.6% | -45.9% |
| 6M | -40.4% | +26.2% | -66.6% | -46.4% |
| YTD | +10.0% | +24.8% | -14.7% | -0.6% |
| 1Y | +13.6% | +40.9% | -27.3% | -2.4% |
| 3Y | +145.2% | +72.2% | +73.0% | +86.5% |
| 5Y | +50.4% | +108.8% | -58.4% | -7.3% |
| All | +50.4% | +111.6% | -61.2% | -7.3% |
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 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