+55.5%
MNST vs EWJ
+73.9%
-18.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -6.5% | +2.5% | -9.0% | -6.9% |
| 30D | -7.2% | +3.3% | -10.5% | -7.8% |
| 3M | -1.0% | +5.0% | -6.0% | -2.1% |
| 6M | +11.5% | +11.5% | -0.1% | +8.6% |
| YTD | +14.3% | +22.4% | -8.1% | +9.5% |
| 1Y | +38.1% | +30.2% | +7.9% | +30.4% |
| All | +55.5% | +73.9% | -18.4% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling