+78.2%
MNST vs EWJ
+51.7%
+26.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -4.1% | +2.9% | -7.0% | -5.1% |
| 30D | -4.5% | +1.1% | -5.6% | -5.0% |
| 3M | -2.5% | +7.1% | -9.6% | -5.4% |
| 6M | +14.1% | +16.2% | -2.0% | +6.9% |
| YTD | +12.6% | +22.0% | -9.4% | +3.1% |
| 1Y | +36.9% | +26.2% | +10.7% | +23.2% |
| 3Y | +53.1% | +73.5% | -20.4% | +13.2% |
| 5Y | +78.2% | +52.7% | +25.5% | +41.4% |
| All | +78.2% | +51.7% | +26.5% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling