+74.2%
ZTS vs MNST
+301.8%
-227.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -1.5% |
| 7D | -0.4% | -3.4% | +3.0% | +1.2% |
| 30D | +11.7% | +6.6% | +5.1% | +9.1% |
| 3M | +3.5% | -2.9% | +6.3% | +4.8% |
| 6M | -27.6% | +18.4% | -46.1% | -32.8% |
| YTD | -35.5% | +19.3% | -54.7% | -40.4% |
| 1Y | -32.1% | +37.9% | -70.0% | -41.1% |
| 3Y | -49.1% | +62.9% | -112.0% | -59.7% |
| 5Y | -61.0% | +99.6% | -160.6% | -72.3% |
| All | +74.2% | +301.8% | -227.5% | +0.3% |
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