+1,219,242.8%
MNST vs EWJ
+138.9%
+1,219,103.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.7% |
| 7D | -5.0% | -1.5% | -3.5% | -4.4% |
| 30D | +4.6% | -6.5% | +11.1% | +7.4% |
| 3M | +1.0% | -5.6% | +6.6% | +3.2% |
| 6M | +5.8% | -0.3% | +6.0% | +5.1% |
| YTD | +19.1% | +13.9% | +5.1% | +11.3% |
| 1Y | +30.9% | +14.6% | +16.3% | +22.0% |
| 3Y | +65.7% | +66.6% | -0.9% | +28.8% |
| 5Y | +99.0% | +47.7% | +51.3% | +62.8% |
| 10Y | +313.1% | +126.0% | +187.1% | +183.7% |
| All | +1,219,242.8% | +138.9% | +1,219,103.9% | +636,798.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling