+354.7%
MNST vs IJH
+171.8%
+182.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.6% | +2.3% | -0.7% | +0.2% |
| 30D | +5.1% | +2.1% | +3.0% | +3.7% |
| 3M | -0.5% | -5.7% | +5.2% | +2.7% |
| 6M | +8.1% | +1.4% | +6.7% | +6.8% |
| YTD | +21.2% | +12.6% | +8.6% | +12.3% |
| 1Y | +30.7% | +16.1% | +14.6% | +18.8% |
| 3Y | +67.3% | +57.8% | +9.5% | +21.8% |
| 5Y | +101.9% | +36.8% | +65.1% | +60.0% |
| All | +354.7% | +171.8% | +182.9% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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