+147.2%
EFA vs MNST
+243.9%
-96.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +1.2% | -4.1% | +5.3% | +2.4% |
| 30D | -0.7% | -4.5% | +3.8% | +0.5% |
| 3M | +6.4% | -2.5% | +8.9% | +6.9% |
| 6M | +11.4% | +14.1% | -2.8% | +6.2% |
| YTD | +14.0% | +12.6% | +1.4% | +9.0% |
| 1Y | +20.2% | +36.9% | -16.7% | +7.8% |
| 3Y | +68.2% | +53.1% | +15.1% | +43.3% |
| 5Y | +54.8% | +78.2% | -23.4% | +23.2% |
| All | +147.2% | +243.9% | -96.7% | +67.0% |
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