-26.5%
TMUS vs MNST
+37.8%
-64.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | +0.1% | -6.5% | +6.6% | +0.9% |
| 30D | +5.3% | -7.2% | +12.5% | +6.2% |
| 3M | +3.1% | -1.0% | +4.2% | +3.8% |
| 6M | -16.5% | +11.5% | -27.9% | -16.1% |
| YTD | -9.2% | +14.3% | -23.5% | -10.0% |
| 1Y | -26.5% | +38.1% | -64.6% | -30.6% |
| All | -26.5% | +37.8% | -64.3% | -30.6% |
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