+101.3%
MNST vs IYR
+5.0%
+96.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | -3.4% | +2.0% | -5.4% | -4.4% |
| 30D | +6.6% | +8.2% | -1.6% | +2.3% |
| 3M | -2.9% | -1.7% | -1.1% | -2.0% |
| 6M | +18.4% | -0.4% | +18.8% | +18.6% |
| YTD | +19.3% | +9.9% | +9.4% | +13.3% |
| 1Y | +37.9% | +10.4% | +27.4% | +30.6% |
| 3Y | +62.9% | +38.4% | +24.4% | +34.0% |
| All | +101.3% | +5.0% | +96.4% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling