+251.2%
MNST vs IJR
+172.1%
+79.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -1.0% | -2.2% | +1.2% | +0.1% |
| 30D | -5.6% | -4.6% | -1.0% | -3.5% |
| 3M | -5.7% | +0.2% | -5.9% | -5.9% |
| 6M | +12.0% | +14.7% | -2.7% | +4.6% |
| YTD | +13.2% | +18.9% | -5.6% | +3.7% |
| 1Y | +36.1% | +19.9% | +16.1% | +23.7% |
| 3Y | +52.9% | +53.0% | -0.2% | +19.3% |
| 5Y | +81.0% | +40.9% | +40.1% | +46.3% |
| All | +251.2% | +172.1% | +79.1% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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