+1,211,227.8%
MNST vs EWJ
+136.0%
+1,211,091.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -3.9% | -2.4% | -1.5% | -3.0% |
| 30D | +3.9% | -7.6% | +11.5% | +7.3% |
| 3M | -0.8% | -5.9% | +5.1% | +1.5% |
| 6M | +5.1% | -1.5% | +6.5% | +4.9% |
| YTD | +18.3% | +12.6% | +5.7% | +11.1% |
| 1Y | +29.5% | +12.7% | +16.8% | +21.5% |
| 3Y | +64.0% | +63.1% | +1.0% | +28.7% |
| 5Y | +97.2% | +48.2% | +49.0% | +61.1% |
| 10Y | +328.4% | +123.1% | +205.3% | +195.9% |
| All | +1,211,227.8% | +136.0% | +1,211,091.8% | +635,836.0% |
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