+52.1%
TMUS vs MNST
+97.2%
-45.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +6.5% | -4.7% | +11.2% | +8.0% |
| 30D | +11.3% | +5.2% | +6.0% | +9.7% |
| 3M | -2.9% | -0.9% | -2.0% | -2.7% |
| 6M | -10.5% | +6.1% | -16.7% | -12.1% |
| YTD | -14.4% | +18.9% | -33.3% | -19.1% |
| 1Y | -17.9% | +29.3% | -47.2% | -24.6% |
| 3Y | +21.9% | +64.9% | -43.0% | +2.3% |
| 5Y | +52.1% | +98.0% | -45.9% | +17.4% |
| All | +52.1% | +97.2% | -45.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling