+304.4%
TMUS vs MNST
+242.3%
+62.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +0.1% | -6.5% | +6.6% | +2.3% |
| 30D | +5.3% | -7.2% | +12.5% | +7.8% |
| 3M | +3.1% | -1.0% | +4.2% | +3.4% |
| 6M | -16.5% | +11.5% | -27.9% | -20.0% |
| YTD | -9.2% | +14.3% | -23.5% | -14.0% |
| 1Y | -26.5% | +38.1% | -64.6% | -35.1% |
| 3Y | +39.0% | +55.0% | -16.0% | +16.0% |
| 5Y | +40.4% | +79.6% | -39.3% | +9.0% |
| All | +304.4% | +242.3% | +62.1% | +188.0% |
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