+134.8%
EWY vs MNST
+64.6%
+70.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.4% | +8.5% | +4.7% |
| 7D | -10.4% | -3.4% | -7.0% | -10.0% |
| 30D | -25.4% | +6.6% | -32.0% | -26.3% |
| 3M | -16.5% | -2.9% | -13.6% | -16.3% |
| 6M | -24.7% | +18.4% | -43.2% | -28.6% |
| YTD | +40.9% | +19.3% | +21.7% | +33.7% |
| 1Y | +49.8% | +37.9% | +11.9% | +39.9% |
| 3Y | +134.8% | +62.9% | +71.9% | +117.2% |
| All | +134.8% | +64.6% | +70.2% | +117.2% |
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