+330.4%
TSM vs MNST
+68.0%
+262.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.6% | -1.5% |
| 7D | +6.2% | +1.6% | +4.6% | +6.4% |
| 30D | -7.3% | +5.1% | -12.3% | -6.9% |
| 3M | -7.1% | -0.5% | -6.7% | -7.0% |
| 6M | +0.2% | +8.1% | -7.9% | +0.6% |
| YTD | +32.2% | +21.2% | +11.0% | +32.9% |
| 1Y | +42.8% | +30.7% | +12.1% | +44.5% |
| 3Y | +330.4% | +67.3% | +263.1% | +352.3% |
| All | +330.4% | +68.0% | +262.4% | +352.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling