+89.2%
MNST vs IOT
+61.2%
+28.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.1% | +2.8% | -6.9% | -4.3% |
| 30D | -4.5% | -1.8% | -2.7% | -4.4% |
| 3M | -2.5% | +17.9% | -20.3% | -3.6% |
| 6M | +14.1% | +13.5% | +0.6% | +12.8% |
| YTD | +12.6% | +13.3% | -0.7% | +10.9% |
| 1Y | +36.9% | -3.3% | +40.3% | +36.2% |
| 3Y | +53.1% | +31.3% | +21.8% | +44.2% |
| All | +89.2% | +61.2% | +28.0% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling