+50.6%
IEMG vs MNST
+81.5%
-30.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +2.8% | -4.1% | +6.9% | +3.7% |
| 30D | +4.6% | -4.5% | +9.1% | +5.5% |
| 3M | +5.5% | -2.5% | +8.0% | +5.6% |
| 6M | +19.7% | +14.1% | +5.6% | +15.3% |
| YTD | +25.5% | +12.6% | +13.0% | +21.2% |
| 1Y | +35.5% | +36.9% | -1.4% | +24.8% |
| 3Y | +88.0% | +53.1% | +34.9% | +67.5% |
| 5Y | +50.6% | +78.2% | -27.6% | +24.5% |
| All | +50.6% | +81.5% | -30.9% | +24.5% |
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