+144.8%
EFA vs MNST
+316.3%
-171.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +1.2% | -5.0% | +6.2% | +2.7% |
| 30D | +1.5% | +4.6% | -3.1% | +0.1% |
| 3M | -3.3% | +1.0% | -4.3% | -3.9% |
| 6M | +2.6% | +5.8% | -3.2% | +0.3% |
| YTD | +11.0% | +19.1% | -8.0% | +4.2% |
| 1Y | +15.1% | +30.9% | -15.8% | +4.8% |
| 3Y | +67.6% | +65.7% | +1.9% | +39.4% |
| 5Y | +50.5% | +99.0% | -48.5% | +15.5% |
| 10Y | +144.8% | +313.1% | -168.2% | +58.6% |
| All | +144.8% | +316.3% | -171.5% | +58.6% |
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