+62.9%
MNST vs IYR
+36.6%
+26.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | -3.4% | +2.0% | -5.4% | -4.2% |
| 30D | +6.6% | +8.2% | -1.6% | +3.1% |
| 3M | -2.9% | -1.7% | -1.1% | -2.2% |
| 6M | +18.4% | -0.4% | +18.8% | +18.6% |
| YTD | +19.3% | +9.9% | +9.4% | +14.6% |
| 1Y | +37.9% | +10.4% | +27.4% | +32.2% |
| 3Y | +62.9% | +38.4% | +24.4% | +46.8% |
| All | +62.9% | +36.6% | +26.3% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling