+1,410.4%
TSM vs MNST
+301.8%
+1,108.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.7% | +7.6% |
| 7D | -7.6% | -3.4% | -4.1% | -6.7% |
| 30D | -20.5% | +6.6% | -27.1% | -22.3% |
| 3M | -10.0% | -2.9% | -7.1% | -9.8% |
| 6M | -10.1% | +18.4% | -28.5% | -16.1% |
| YTD | +24.5% | +19.3% | +5.3% | +15.6% |
| 1Y | +31.2% | +37.9% | -6.7% | +15.8% |
| 3Y | +322.0% | +62.9% | +259.1% | +242.3% |
| 5Y | +245.3% | +99.6% | +145.7% | +151.9% |
| All | +1,410.4% | +301.8% | +1,108.6% | +814.0% |
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