+140.8%
IEMG vs MNST
+253.9%
-113.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | +1.9% | -5.6% | +7.5% | +3.5% |
| 3M | +1.4% | -5.7% | +7.1% | +2.8% |
| 6M | +15.2% | +12.0% | +3.2% | +10.2% |
| YTD | +23.8% | +13.2% | +10.6% | +18.0% |
| 1Y | +30.7% | +36.1% | -5.4% | +17.0% |
| 3Y | +83.3% | +52.9% | +30.4% | +55.4% |
| 5Y | +48.8% | +81.0% | -32.2% | +16.3% |
| All | +140.8% | +253.9% | -113.1% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling