+250.9%
MNST vs IYR
+67.0%
+184.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -4.5% | -2.5% | -2.0% | -3.0% |
| 3M | -2.5% | +1.5% | -3.9% | -3.3% |
| 6M | +14.1% | +3.9% | +10.3% | +11.5% |
| YTD | +12.6% | +9.5% | +3.0% | +6.4% |
| 1Y | +36.9% | +7.5% | +29.5% | +30.8% |
| 3Y | +53.1% | +30.8% | +22.3% | +27.8% |
| 5Y | +78.2% | +4.8% | +73.4% | +69.9% |
| All | +250.9% | +67.0% | +184.0% | +136.6% |
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