-22.7%
U vs MNST
+130.0%
-152.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.3% | +4.1% |
| 7D | +2.6% | +1.6% | +0.9% | +1.6% |
| 30D | +27.6% | +5.1% | +22.5% | +22.8% |
| 3M | +15.3% | -0.5% | +15.8% | +14.6% |
| 6M | +96.4% | +8.1% | +88.3% | +83.9% |
| YTD | +19.6% | +21.2% | -1.6% | +1.3% |
| 1Y | +42.1% | +30.7% | +11.4% | +13.6% |
| 3Y | +87.5% | +67.3% | +20.2% | +17.6% |
| 5Y | -73.1% | +101.9% | -175.0% | -86.4% |
| All | -22.7% | +130.0% | -152.7% | -69.5% |
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