+263.4%
TSM vs MNST
+97.3%
+166.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -2.1% | -3.9% | +1.8% | -1.5% |
| 30D | -12.5% | +3.9% | -16.4% | -13.3% |
| 3M | -5.0% | -0.8% | -4.2% | -5.2% |
| 6M | -3.2% | +5.1% | -8.3% | -4.9% |
| YTD | +31.5% | +18.3% | +13.2% | +25.6% |
| 1Y | +35.7% | +29.5% | +6.2% | +27.0% |
| 3Y | +323.5% | +64.0% | +259.5% | +268.7% |
| 5Y | +263.4% | +97.2% | +166.2% | +179.6% |
| All | +263.4% | +97.3% | +166.0% | +179.6% |
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 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