+346.0%
MNST vs IWF
+389.3%
-43.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | -4.7% | +5.3% | -10.0% | -7.6% |
| 30D | +5.2% | -8.6% | +13.8% | +10.4% |
| 3M | -0.9% | -6.5% | +5.6% | +2.4% |
| 6M | +6.1% | -5.6% | +11.8% | +8.4% |
| YTD | +18.9% | -1.5% | +20.4% | +17.9% |
| 1Y | +29.3% | -2.8% | +32.1% | +29.1% |
| 3Y | +64.9% | +67.1% | -2.3% | +8.8% |
| 5Y | +98.0% | +57.6% | +40.4% | +35.1% |
| All | +346.0% | +389.3% | -43.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling