+129.5%
TLT vs MNST
+223,402.2%
-223,272.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | +0.1% |
| 7D | -1.0% | -6.9% | +5.8% | -1.2% |
| 30D | +4.1% | +3.7% | +0.4% | +4.2% |
| 3M | -0.4% | -0.3% | -0.1% | -0.3% |
| 6M | -3.2% | +5.1% | -8.2% | -3.0% |
| YTD | -3.5% | +18.4% | -21.9% | -3.0% |
| 1Y | -5.8% | +26.3% | -32.1% | -5.2% |
| 3Y | +4.6% | +64.3% | -59.7% | +6.2% |
| 5Y | -34.4% | +96.8% | -131.2% | -32.9% |
| 10Y | -11.4% | +333.2% | -344.6% | -6.6% |
| All | +129.5% | +223,402.2% | -223,272.7% | +140.0% |
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