+45.8%
MNST vs IRE
-97.6%
+143.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -23.2% | +26.6% | +3.3% |
| 7D | +6.8% | -46.8% | +53.6% | +6.7% |
| 30D | +12.0% | -75.5% | +87.5% | +12.2% |
| 3M | +3.5% | -79.4% | +82.9% | +3.7% |
| 6M | +29.7% | -91.3% | +120.9% | +30.7% |
| YTD | +27.2% | -90.8% | +118.0% | +26.9% |
| 1Y | +45.8% | -97.7% | +143.5% | +49.0% |
| All | +45.8% | -97.6% | +143.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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