+869.8%
EWY vs MNST
+206,450.7%
-205,581.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.4% | +8.5% | +4.9% |
| 7D | -10.4% | -3.4% | -7.0% | -9.8% |
| 30D | -25.4% | +6.6% | -32.0% | -26.5% |
| 3M | -16.5% | -2.9% | -13.6% | -16.4% |
| 6M | -24.7% | +18.4% | -43.2% | -27.7% |
| YTD | +40.9% | +19.3% | +21.7% | +35.2% |
| 1Y | +49.8% | +37.9% | +11.9% | +39.6% |
| 3Y | +134.8% | +62.9% | +71.9% | +109.6% |
| 5Y | +91.4% | +99.6% | -8.2% | +63.2% |
| 10Y | +204.3% | +305.7% | -101.4% | +124.4% |
| All | +869.8% | +206,450.7% | -205,581.0% | +214.7% |
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