+238.4%
TMUS vs MNST
+301.8%
-63.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.4% |
| 7D | +3.6% | -3.4% | +7.0% | +4.7% |
| 30D | -3.4% | +6.6% | -10.0% | -5.4% |
| 3M | -9.5% | -2.9% | -6.6% | -8.7% |
| 6M | -15.2% | +18.4% | -33.6% | -20.2% |
| YTD | -18.9% | +19.3% | -38.2% | -24.3% |
| 1Y | -17.7% | +37.9% | -55.6% | -27.1% |
| 3Y | +15.6% | +62.9% | -47.2% | -4.7% |
| 5Y | +38.9% | +99.6% | -60.7% | +4.4% |
| All | +238.4% | +301.8% | -63.4% | +117.0% |
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 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