+228.6%
EWY vs MNST
+55.7%
+172.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +4.8% | -6.5% | +11.3% | +6.1% |
| 30D | +11.7% | -7.2% | +18.9% | +13.1% |
| 3M | -7.4% | -1.0% | -6.4% | -8.0% |
| 6M | +40.6% | +11.5% | +29.1% | +34.6% |
| YTD | +94.3% | +14.3% | +80.0% | +85.8% |
| 1Y | +164.3% | +38.1% | +126.2% | +145.3% |
| All | +228.6% | +55.7% | +172.9% | +198.7% |
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 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