+1,216.9%
VST vs MNST
+260.5%
+956.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | +8.9% | -6.5% | +15.4% | +10.3% |
| 30D | +6.2% | -7.2% | +13.4% | +7.6% |
| 3M | -2.7% | -1.0% | -1.7% | -3.0% |
| 6M | -8.4% | +11.5% | -19.8% | -11.2% |
| YTD | -7.2% | +14.3% | -21.5% | -10.7% |
| 1Y | -20.9% | +38.1% | -59.0% | -27.5% |
| 3Y | +384.0% | +55.0% | +329.0% | +324.5% |
| 5Y | +757.1% | +79.6% | +677.4% | +608.4% |
| All | +1,216.9% | +260.5% | +956.3% | +804.7% |
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