+234.7%
TMUS vs MNST
+316.3%
-81.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +5.3% | -5.0% | +10.3% | +7.1% |
| 30D | +13.5% | +4.6% | +9.0% | +11.9% |
| 3M | -4.2% | +1.0% | -5.3% | -4.7% |
| 6M | -11.9% | +5.8% | -17.7% | -13.7% |
| YTD | -15.6% | +19.1% | -34.6% | -21.2% |
| 1Y | -16.8% | +30.9% | -47.7% | -24.9% |
| 3Y | +20.8% | +65.7% | -44.9% | -1.3% |
| 5Y | +48.0% | +99.0% | -50.9% | +11.1% |
| 10Y | +234.7% | +313.1% | -78.3% | +111.7% |
| All | +234.7% | +316.3% | -81.6% | +111.7% |
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