+98.8%
MNST vs IOT
+66.5%
+32.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.5% |
| 7D | -3.9% | +0.8% | -4.7% | -3.9% |
| 30D | +3.9% | -0.2% | +4.1% | +3.9% |
| 3M | -0.8% | +4.0% | -4.8% | -1.2% |
| 6M | +5.1% | +39.4% | -34.3% | +2.6% |
| YTD | +18.3% | +16.9% | +1.3% | +16.2% |
| 1Y | +29.5% | +4.1% | +25.4% | +28.2% |
| 3Y | +64.0% | +72.7% | -8.7% | +50.9% |
| All | +98.8% | +66.5% | +32.4% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling