+146.1%
EFA vs MNST
+336.2%
-190.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +1.3% | -4.7% | +6.0% | +2.7% |
| 30D | +0.5% | +5.2% | -4.7% | -1.1% |
| 3M | -4.1% | -0.9% | -3.2% | -4.1% |
| 6M | +2.4% | +6.1% | -3.7% | +0.1% |
| YTD | +10.0% | +18.9% | -8.8% | +3.3% |
| 1Y | +11.4% | +29.3% | -17.9% | +1.8% |
| 3Y | +65.4% | +64.9% | +0.5% | +37.7% |
| 5Y | +49.6% | +98.0% | -48.4% | +14.9% |
| All | +146.1% | +336.2% | -190.1% | +58.4% |
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