+313.1%
MNST vs IAG
+326.7%
-13.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -5.9% | -0.4% |
| 7D | -5.0% | +24.0% | -29.0% | -5.9% |
| 30D | +4.6% | +5.5% | -0.9% | +4.2% |
| 3M | +1.0% | +8.3% | -7.3% | +0.5% |
| 6M | +5.8% | +6.1% | -0.3% | +5.1% |
| YTD | +19.1% | +20.3% | -1.3% | +17.1% |
| 1Y | +30.9% | +56.5% | -25.6% | +27.1% |
| 3Y | +65.7% | +762.6% | -696.9% | +45.5% |
| 5Y | +99.0% | +546.3% | -447.3% | +72.4% |
| 10Y | +313.1% | +356.1% | -43.0% | +260.4% |
| All | +313.1% | +326.7% | -13.6% | +260.4% |
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