+1,112.0%
VST vs MNST
+301.8%
+810.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.4% | +15.0% | +11.3% |
| 7D | -9.8% | -3.4% | -6.4% | -9.5% |
| 30D | -25.1% | +6.6% | -31.8% | -26.3% |
| 3M | -11.6% | -2.9% | -8.7% | -11.6% |
| 6M | -20.9% | +18.4% | -39.4% | -24.6% |
| YTD | -22.3% | +19.3% | -41.6% | -26.2% |
| 1Y | -32.0% | +37.9% | -69.9% | -37.7% |
| 3Y | +262.4% | +62.9% | +199.5% | +213.0% |
| 5Y | +563.4% | +99.6% | +463.8% | +429.6% |
| All | +1,112.0% | +301.8% | +810.2% | +733.9% |
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