+54.7%
MNST vs IAG
+790.4%
-735.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -6.5% | -0.5% | -6.0% | -6.5% |
| 30D | -7.2% | +28.9% | -36.1% | -7.9% |
| 3M | -1.0% | +19.1% | -20.2% | -1.5% |
| 6M | +11.5% | -10.3% | +21.7% | +11.6% |
| YTD | +14.3% | +24.2% | -9.9% | +13.5% |
| 1Y | +38.1% | +116.5% | -78.4% | +35.7% |
| All | +54.7% | +790.4% | -735.7% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling