+240.4%
MNST vs IAG
+371.0%
-130.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.4% |
| 7D | -4.1% | +4.3% | -8.3% | -4.3% |
| 30D | -4.5% | +9.8% | -14.3% | -4.9% |
| 3M | -2.5% | +28.9% | -31.4% | -3.8% |
| 6M | +14.1% | -7.6% | +21.7% | +14.1% |
| YTD | +12.6% | +22.0% | -9.4% | +10.8% |
| 1Y | +36.9% | +99.5% | -62.6% | +31.5% |
| 3Y | +53.1% | +818.3% | -765.2% | +34.1% |
| 5Y | +78.2% | +785.9% | -707.7% | +52.4% |
| 10Y | +240.4% | +381.1% | -140.7% | +188.7% |
| All | +240.4% | +371.0% | -130.6% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling