-12.6%
TLT vs MNST
+344.7%
-357.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.4% |
| 7D | -3.1% | +1.6% | -4.7% | -3.1% |
| 30D | +1.0% | +5.1% | -4.0% | +1.1% |
| 3M | -2.7% | -0.5% | -2.3% | -2.7% |
| 6M | -4.1% | +8.1% | -12.3% | -4.0% |
| YTD | -5.4% | +21.2% | -26.5% | -4.9% |
| 1Y | -7.0% | +30.7% | -37.7% | -6.4% |
| 3Y | +2.8% | +67.3% | -64.5% | +4.3% |
| 5Y | -35.4% | +101.9% | -137.2% | -33.5% |
| All | -12.6% | +344.7% | -357.3% | -7.5% |
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 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