+996.4%
VST vs MNST
+320.3%
+676.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.3% | -5.8% |
| 7D | -19.9% | +3.2% | -23.1% | -20.4% |
| 30D | -29.7% | +10.6% | -40.3% | -31.1% |
| 3M | -19.6% | +1.3% | -20.8% | -20.0% |
| 6M | -29.4% | +26.2% | -55.6% | -33.4% |
| YTD | -29.7% | +24.8% | -54.5% | -33.7% |
| 1Y | -40.0% | +40.9% | -81.0% | -45.1% |
| 3Y | +231.0% | +72.2% | +158.8% | +183.0% |
| 5Y | +500.1% | +108.8% | +391.3% | +375.9% |
| All | +996.4% | +320.3% | +676.0% | +649.3% |
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 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