+395.7%
EFA vs MNST
+213,979.8%
-213,584.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.6% | -6.5% | +7.1% | +1.6% |
| 30D | +0.9% | -7.2% | +8.1% | +2.0% |
| 3M | +4.9% | -1.0% | +5.9% | +4.9% |
| 6M | +8.6% | +11.5% | -2.9% | +6.4% |
| YTD | +14.6% | +14.3% | +0.3% | +11.9% |
| 1Y | +22.6% | +38.1% | -15.5% | +16.1% |
| 3Y | +66.5% | +55.0% | +11.5% | +53.7% |
| 5Y | +54.5% | +79.6% | -25.1% | +38.8% |
| 10Y | +144.8% | +241.8% | -97.0% | +98.4% |
| All | +395.7% | +213,979.8% | -213,584.1% | +151.5% |
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