+56.6%
MNST vs FXI
+39.4%
+17.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -6.5% | +1.0% | -7.5% | -6.6% |
| 30D | -7.2% | -0.6% | -6.7% | -7.2% |
| 3M | -1.0% | +1.9% | -2.9% | -1.2% |
| 6M | +11.5% | -0.2% | +11.7% | +11.5% |
| YTD | +14.3% | -5.6% | +19.9% | +14.7% |
| 1Y | +38.1% | -4.7% | +42.8% | +38.4% |
| All | +56.6% | +39.4% | +17.2% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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