+98.0%
MNST vs IJR
+26.9%
+71.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -4.7% | +2.3% | -7.0% | -5.6% |
| 30D | +5.2% | +2.2% | +3.0% | +4.2% |
| 3M | -0.9% | -5.3% | +4.4% | +1.2% |
| 6M | +6.1% | +4.3% | +1.9% | +4.1% |
| YTD | +18.9% | +18.0% | +0.9% | +10.8% |
| 1Y | +29.3% | +19.2% | +10.1% | +19.9% |
| 3Y | +64.9% | +61.1% | +3.8% | +27.3% |
| 5Y | +98.0% | +27.3% | +70.7% | +82.0% |
| All | +98.0% | +26.9% | +71.1% | +82.0% |
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