+346.0%
MNST vs IEFA
+148.0%
+198.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | -4.7% | +1.3% | -6.0% | -5.6% |
| 30D | +5.2% | +0.1% | +5.1% | +5.0% |
| 3M | -0.9% | -4.2% | +3.3% | +2.0% |
| 6M | +6.1% | +1.9% | +4.2% | +4.1% |
| YTD | +18.9% | +9.9% | +8.9% | +10.1% |
| 1Y | +29.3% | +11.5% | +17.8% | +18.4% |
| 3Y | +64.9% | +66.0% | -1.1% | +9.0% |
| 5Y | +98.0% | +47.5% | +50.5% | +43.7% |
| All | +346.0% | +148.0% | +198.0% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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