-12.3%
TLT vs MNST
+305.0%
-317.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -0.3% | -3.9% | +3.6% | -0.3% |
| 30D | +3.7% | +3.9% | -0.2% | +3.8% |
| 3M | -0.7% | -0.8% | +0.2% | -0.7% |
| 6M | -4.2% | +5.1% | -9.3% | -4.1% |
| YTD | -4.0% | +18.3% | -22.2% | -3.6% |
| 1Y | -5.8% | +29.5% | -35.3% | -5.2% |
| 3Y | +4.1% | +64.0% | -59.9% | +5.6% |
| 5Y | -34.8% | +97.2% | -132.0% | -33.0% |
| 10Y | -12.3% | +328.4% | -340.8% | -6.8% |
| All | -12.3% | +305.0% | -317.3% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling