+36.2%
IEMG vs MNST
+97.3%
-61.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.7% | -3.9% | +3.2% | +0.1% |
| 30D | -9.4% | +3.9% | -13.3% | -10.2% |
| 3M | -7.3% | -0.8% | -6.5% | -7.4% |
| 6M | -10.4% | +5.1% | -15.5% | -11.9% |
| YTD | +10.6% | +18.3% | -7.6% | +5.5% |
| 1Y | +10.5% | +29.5% | -19.0% | +3.2% |
| 3Y | +67.7% | +64.0% | +3.7% | +46.6% |
| 5Y | +36.2% | +97.2% | -61.0% | +6.1% |
| All | +36.2% | +97.3% | -61.1% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling