+20.2%
EFA vs MNST
+38.5%
-18.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +1.2% | -4.1% | +5.3% | +1.7% |
| 30D | -0.7% | -4.5% | +3.8% | -0.2% |
| 3M | +6.4% | -2.5% | +8.9% | +6.5% |
| 6M | +11.4% | +14.1% | -2.8% | +8.2% |
| YTD | +14.0% | +12.6% | +1.4% | +11.7% |
| 1Y | +20.2% | +36.9% | -16.7% | +17.9% |
| All | +20.2% | +38.5% | -18.3% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling