+323.9%
TMO vs MNST
+251.4%
+72.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -2.5% | -2.2% | -0.2% | -1.7% |
| 30D | -0.3% | -5.4% | +5.1% | +1.4% |
| 3M | +25.3% | -5.5% | +30.8% | +27.3% |
| 6M | +20.9% | +12.4% | +8.5% | +14.9% |
| YTD | +4.3% | +12.4% | -8.1% | -1.1% |
| 1Y | +27.0% | +37.2% | -10.1% | +11.6% |
| 3Y | +17.5% | +52.9% | -35.4% | -2.3% |
| 5Y | +6.9% | +79.7% | -72.7% | -18.0% |
| All | +323.9% | +251.4% | +72.6% | +172.9% |
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