+131.2%
TLT vs MNST
+215,623.9%
-215,492.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -0.4% | -6.5% | +6.1% | -0.6% |
| 30D | -0.6% | -7.2% | +6.6% | -0.8% |
| 3M | -2.7% | -1.0% | -1.7% | -2.7% |
| 6M | -5.6% | +11.5% | -17.1% | -5.3% |
| YTD | -2.8% | +14.3% | -17.1% | -2.4% |
| 1Y | -1.4% | +38.1% | -39.6% | -0.5% |
| 3Y | -1.6% | +55.0% | -56.6% | -0.2% |
| 5Y | -33.8% | +79.6% | -113.4% | -32.5% |
| 10Y | -21.1% | +241.8% | -262.9% | -17.4% |
| All | +131.2% | +215,623.9% | -215,492.7% | +141.5% |
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 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