+63.3%
MNST vs IEFA
+67.3%
-4.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -3.9% | +1.1% | -5.0% | -4.3% |
| 30D | +3.9% | +0.7% | +3.2% | +3.6% |
| 3M | -0.8% | -3.4% | +2.5% | +0.3% |
| 6M | +5.1% | +1.5% | +3.6% | +4.2% |
| YTD | +18.3% | +10.4% | +7.9% | +14.0% |
| 1Y | +29.5% | +13.4% | +16.1% | +23.7% |
| All | +63.3% | +67.3% | -4.1% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling