+209,161.8%
MNST vs IYR
+714.7%
+208,447.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -5.0% | +2.3% | -7.2% | -6.0% |
| 30D | +4.6% | +7.4% | -2.8% | +1.0% |
| 3M | +1.0% | -0.7% | +1.7% | +1.3% |
| 6M | +5.8% | +1.6% | +4.1% | +4.8% |
| YTD | +19.1% | +11.6% | +7.5% | +12.5% |
| 1Y | +30.9% | +10.5% | +20.4% | +24.3% |
| 3Y | +65.7% | +43.4% | +22.3% | +37.0% |
| 5Y | +99.0% | +6.8% | +92.1% | +88.9% |
| 10Y | +313.1% | +86.0% | +227.1% | +196.0% |
| All | +209,161.8% | +714.7% | +208,447.1% | +103,702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling