+248.4%
MNST vs EWJ
+138.2%
+110.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -3.6% | +1.0% | -4.6% | -4.1% |
| 30D | -6.3% | +1.0% | -7.3% | -6.9% |
| 3M | -5.0% | +7.2% | -12.2% | -9.3% |
| 6M | +13.1% | +13.9% | -0.7% | +3.8% |
| YTD | +11.8% | +20.8% | -9.0% | -1.5% |
| 1Y | +35.2% | +26.4% | +8.9% | +15.4% |
| 3Y | +52.0% | +71.8% | -19.8% | +1.5% |
| 5Y | +77.9% | +49.9% | +28.0% | +31.7% |
| 10Y | +248.4% | +140.0% | +108.4% | +82.9% |
| All | +248.4% | +138.2% | +110.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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