+77.9%
MNST vs IJR
+39.8%
+38.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -3.6% | -1.1% | -2.4% | -3.1% |
| 30D | -6.3% | -3.6% | -2.7% | -4.9% |
| 3M | -5.0% | +2.3% | -7.3% | -5.9% |
| 6M | +13.1% | +14.3% | -1.2% | +7.0% |
| YTD | +11.8% | +19.3% | -7.5% | +3.8% |
| 1Y | +35.2% | +22.6% | +12.6% | +23.8% |
| 3Y | +52.0% | +53.5% | -1.5% | +21.0% |
| 5Y | +77.9% | +39.9% | +37.9% | +51.2% |
| All | +77.9% | +39.8% | +38.0% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling