+272.0%
TMUS vs MNST
+2,898.7%
-2,626.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | +9.0% | +3.2% | +5.8% | +8.1% |
| 30D | -3.2% | +10.6% | -13.8% | -5.9% |
| 3M | -6.9% | +1.3% | -8.2% | -7.3% |
| 6M | -16.4% | +26.2% | -42.6% | -22.1% |
| YTD | -19.6% | +24.8% | -44.4% | -25.1% |
| 1Y | -19.9% | +40.9% | -60.9% | -28.0% |
| 3Y | +14.5% | +72.2% | -57.7% | -4.0% |
| 5Y | +37.7% | +108.8% | -71.1% | +8.2% |
| 10Y | +242.2% | +324.4% | -82.2% | +116.7% |
| All | +272.0% | +2,898.7% | -2,626.8% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling