+130.4%
TLT vs MNST
+224,977.5%
-224,847.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -0.1% |
| 7D | +0.1% | -3.4% | +3.5% | 0.0% |
| 30D | +6.2% | +6.6% | -0.4% | +6.4% |
| 3M | -0.3% | -2.9% | +2.5% | -0.4% |
| 6M | -3.4% | +18.4% | -21.8% | -2.9% |
| YTD | -3.1% | +19.3% | -22.4% | -2.6% |
| 1Y | -5.2% | +37.9% | -43.1% | -4.3% |
| 3Y | +6.5% | +62.9% | -56.4% | +8.1% |
| 5Y | -34.7% | +99.6% | -134.3% | -33.2% |
| 10Y | -17.6% | +305.7% | -323.3% | -13.3% |
| All | +130.4% | +224,977.5% | -224,847.1% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling