-21.2%
TMUS vs MNST
+45.8%
-67.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +2.5% |
| 7D | +7.5% | +6.8% | +0.7% | +6.3% |
| 30D | -3.3% | +12.0% | -15.4% | -4.8% |
| 3M | -9.7% | +3.5% | -13.2% | -10.3% |
| 6M | -17.2% | +29.7% | -46.9% | -18.0% |
| YTD | -20.3% | +27.2% | -47.5% | -21.6% |
| 1Y | -21.2% | +45.8% | -67.0% | -25.8% |
| All | -21.2% | +45.8% | -67.0% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling