-24.7%
EWY vs MNST
+19.0%
-43.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.4% | +8.5% | +3.7% |
| 7D | -10.4% | -3.4% | -7.0% | -10.5% |
| 30D | -25.4% | +6.6% | -32.0% | -25.3% |
| 3M | -16.5% | -2.9% | -13.6% | -16.2% |
| 6M | -24.7% | +18.4% | -43.2% | -31.9% |
| All | -24.7% | +19.0% | -43.7% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling