+134.0%
IEMG vs MNST
+336.2%
-202.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +5.3% | -4.7% | +10.0% | +6.7% |
| 30D | -7.2% | +5.2% | -12.4% | -8.8% |
| 3M | -8.1% | -0.9% | -7.2% | -8.3% |
| 6M | -6.7% | +6.1% | -12.9% | -9.1% |
| YTD | +11.6% | +18.9% | -7.2% | +4.6% |
| 1Y | +11.4% | +29.3% | -17.9% | +1.6% |
| 3Y | +69.3% | +64.9% | +4.4% | +40.3% |
| 5Y | +34.9% | +98.0% | -63.1% | +2.5% |
| All | +134.0% | +336.2% | -202.2% | +45.9% |
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 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