+354.7%
MNST vs IYR
+87.3%
+267.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +5.1% | +6.6% | -1.5% | +1.2% |
| 3M | -0.5% | -1.8% | +1.4% | +0.6% |
| 6M | +8.1% | +1.4% | +6.7% | +7.0% |
| YTD | +21.2% | +10.5% | +10.7% | +13.9% |
| 1Y | +30.7% | +10.6% | +20.1% | +22.7% |
| 3Y | +67.3% | +41.8% | +25.5% | +33.1% |
| 5Y | +101.9% | +6.0% | +95.8% | +91.2% |
| All | +354.7% | +87.3% | +267.4% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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