+1,643.1%
TSM vs MNST
+344.7%
+1,298.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.6% | -2.2% |
| 7D | +6.2% | +1.6% | +4.6% | +5.7% |
| 30D | -7.3% | +5.1% | -12.3% | -8.9% |
| 3M | -7.1% | -0.5% | -6.7% | -7.6% |
| 6M | +0.2% | +8.1% | -7.9% | -3.3% |
| YTD | +32.2% | +21.2% | +11.0% | +22.3% |
| 1Y | +42.8% | +30.7% | +12.1% | +28.7% |
| 3Y | +330.4% | +67.3% | +263.1% | +246.5% |
| 5Y | +263.9% | +101.9% | +162.1% | +165.6% |
| All | +1,643.1% | +344.7% | +1,298.4% | +941.6% |
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