+354.7%
MNST vs IEFA
+148.4%
+206.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | +2.2% | -0.6% | 0.0% |
| 30D | +5.1% | +1.1% | +4.0% | +4.2% |
| 3M | -0.5% | -4.3% | +3.8% | +2.4% |
| 6M | +8.1% | +1.4% | +6.8% | +6.5% |
| YTD | +21.2% | +10.1% | +11.1% | +12.2% |
| 1Y | +30.7% | +12.9% | +17.8% | +18.7% |
| 3Y | +67.3% | +65.8% | +1.5% | +10.8% |
| 5Y | +101.9% | +47.7% | +54.2% | +46.4% |
| All | +354.7% | +148.4% | +206.3% | +119.9% |
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