+1,170,618.7%
MNST vs EWJ
+156.6%
+1,170,462.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -6.5% | +2.5% | -9.0% | -7.5% |
| 30D | -7.2% | +3.3% | -10.5% | -8.6% |
| 3M | -1.0% | +5.0% | -6.0% | -3.6% |
| 6M | +11.5% | +11.5% | -0.1% | +5.7% |
| YTD | +14.3% | +22.4% | -8.1% | +3.9% |
| 1Y | +38.1% | +30.2% | +7.9% | +21.8% |
| 3Y | +55.0% | +72.8% | -17.8% | +18.8% |
| 5Y | +79.6% | +54.1% | +25.5% | +44.5% |
| 10Y | +241.8% | +140.6% | +101.2% | +129.0% |
| All | +1,170,618.7% | +156.6% | +1,170,462.0% | +594,248.1% |
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