+61.5%
EFA vs MNST
+64.6%
-3.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.1% |
| 7D | -1.4% | -3.4% | +2.0% | -0.9% |
| 30D | -1.2% | +6.6% | -7.8% | -2.1% |
| 3M | -5.1% | -2.9% | -2.2% | -4.8% |
| 6M | -1.2% | +18.4% | -19.7% | -4.2% |
| YTD | +7.8% | +19.3% | -11.5% | +4.4% |
| 1Y | +12.2% | +37.9% | -25.7% | +6.3% |
| 3Y | +61.5% | +62.9% | -1.4% | +50.6% |
| All | +61.5% | +64.6% | -3.1% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling