+333.2%
MNST vs VEA
+160.4%
+172.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -6.9% | -1.3% | -5.6% | -6.1% |
| 30D | +3.7% | 0.0% | +3.8% | +3.6% |
| 3M | -0.3% | -3.6% | +3.3% | +1.9% |
| 6M | +5.1% | -0.5% | +5.6% | +4.4% |
| YTD | +18.4% | +13.0% | +5.4% | +7.0% |
| 1Y | +26.3% | +16.3% | +10.0% | +11.6% |
| 3Y | +64.3% | +74.4% | -10.2% | +4.3% |
| 5Y | +96.8% | +55.8% | +41.0% | +36.6% |
| 10Y | +333.2% | +161.1% | +172.1% | +95.3% |
| All | +333.2% | +160.4% | +172.8% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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