+62.9%
MNST vs IAG
+621.5%
-558.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.2% | -11.6% | -4.6% |
| 7D | -3.4% | +21.4% | -24.8% | -3.9% |
| 30D | +6.6% | +4.0% | +2.6% | +6.4% |
| 3M | -2.9% | +17.0% | -19.9% | -3.4% |
| 6M | +18.4% | +1.4% | +17.0% | +18.3% |
| YTD | +19.3% | +13.8% | +5.5% | +18.5% |
| 1Y | +37.9% | +55.8% | -17.9% | +36.2% |
| 3Y | +62.9% | +647.4% | -584.5% | +53.4% |
| All | +62.9% | +621.5% | -558.7% | +53.4% |
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 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