+1,917.9%
VRT vs MNST
+212.4%
+1,705.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.7% |
| 7D | -10.6% | -5.0% | -5.6% | -9.2% |
| 30D | -17.4% | +4.6% | -22.0% | -19.3% |
| 3M | -26.4% | +1.0% | -27.4% | -27.4% |
| 6M | -41.0% | +5.8% | -46.8% | -43.4% |
| YTD | +23.8% | +19.1% | +4.8% | +12.6% |
| 1Y | +11.6% | +30.9% | -19.3% | -2.5% |
| 3Y | +403.5% | +65.7% | +337.8% | +282.3% |
| 5Y | +647.0% | +99.0% | +548.1% | +407.8% |
| All | +1,917.9% | +212.4% | +1,705.4% | +1,054.1% |
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