+354.7%
MNST vs IJR
+151.4%
+203.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.6% | +2.2% | -0.5% | +0.5% |
| 30D | +5.1% | +3.8% | +1.2% | +3.1% |
| 3M | -0.5% | -5.7% | +5.3% | +2.3% |
| 6M | +8.1% | +4.6% | +3.5% | +5.5% |
| YTD | +21.2% | +18.0% | +3.2% | +11.3% |
| 1Y | +30.7% | +21.8% | +8.9% | +18.0% |
| 3Y | +67.3% | +61.1% | +6.2% | +26.3% |
| 5Y | +101.9% | +27.3% | +74.5% | +71.9% |
| All | +354.7% | +151.4% | +203.3% | +171.4% |
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