+45.8%
MNST vs IOT
+8.2%
+37.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +3.4% |
| 7D | +6.8% | -0.5% | +7.2% | +6.7% |
| 30D | +12.0% | +1.0% | +11.1% | +12.0% |
| 3M | +3.5% | +10.9% | -7.4% | +3.9% |
| 6M | +29.7% | +39.9% | -10.2% | +32.3% |
| YTD | +27.2% | +20.8% | +6.4% | +29.9% |
| 1Y | +45.8% | +10.6% | +35.2% | +48.9% |
| All | +45.8% | +8.2% | +37.6% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling