+244.6%
TMUS vs MNST
+328.4%
-83.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +8.2% | -6.9% | +15.0% | +10.7% |
| 30D | +13.4% | +3.7% | +9.6% | +12.0% |
| 3M | -3.0% | -0.3% | -2.8% | -3.0% |
| 6M | -8.8% | +5.1% | -13.9% | -10.4% |
| YTD | -13.8% | +18.4% | -32.3% | -19.4% |
| 1Y | -17.1% | +26.3% | -43.3% | -24.3% |
| 3Y | +22.7% | +64.3% | -41.6% | +0.5% |
| 5Y | +52.8% | +96.8% | -44.0% | +15.1% |
| 10Y | +244.6% | +333.2% | -88.6% | +119.6% |
| All | +244.6% | +328.4% | -83.8% | +119.6% |
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 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