+366.2%
EFA vs MNST
+223,262.2%
-222,896.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 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% | +6.2% |
| 3Y | +61.5% | +62.9% | -1.4% | +48.0% |
| 5Y | +45.8% | +99.6% | -53.8% | +28.8% |
| 10Y | +141.8% | +305.7% | -163.9% | +91.3% |
| All | +366.2% | +223,262.2% | -222,896.0% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling