+33,141.5%
MNST vs FXI
+221.5%
+32,920.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -6.5% | +1.0% | -7.5% | -6.9% |
| 30D | -7.2% | -0.6% | -6.7% | -7.1% |
| 3M | -1.0% | +1.9% | -2.9% | -1.9% |
| 6M | +11.5% | -0.2% | +11.7% | +11.2% |
| YTD | +14.3% | -5.6% | +19.9% | +16.2% |
| 1Y | +38.1% | -4.7% | +42.8% | +39.4% |
| 3Y | +55.0% | +38.0% | +17.0% | +29.3% |
| 5Y | +79.6% | -2.7% | +82.3% | +65.2% |
| 10Y | +241.8% | +19.9% | +221.9% | +177.3% |
| All | +33,141.5% | +221.5% | +32,920.0% | +9,929.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling