+77.9%
MNST vs IEFA
+51.0%
+26.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.1% |
| 7D | -3.6% | -0.5% | -3.1% | -3.3% |
| 30D | -6.3% | -1.1% | -5.2% | -5.7% |
| 3M | -5.0% | +5.1% | -10.0% | -7.8% |
| 6M | +13.1% | +9.3% | +3.8% | +7.2% |
| YTD | +11.8% | +13.0% | -1.2% | +3.8% |
| 1Y | +35.2% | +19.2% | +16.1% | +21.5% |
| 3Y | +52.0% | +67.0% | -15.0% | +7.8% |
| 5Y | +77.9% | +51.1% | +26.7% | +36.7% |
| All | +77.9% | +51.0% | +26.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling