+248.7%
MNST vs VWO
+115.6%
+133.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -2.2% | -1.7% | -0.5% | -1.3% |
| 30D | -5.4% | -0.3% | -5.1% | -5.3% |
| 3M | -5.5% | +4.0% | -9.5% | -7.9% |
| 6M | +12.4% | +8.1% | +4.3% | +6.9% |
| YTD | +12.4% | +11.6% | +0.8% | +4.8% |
| 1Y | +37.2% | +16.2% | +20.9% | +24.7% |
| 3Y | +52.9% | +63.3% | -10.4% | +11.3% |
| 5Y | +79.7% | +33.4% | +46.3% | +47.6% |
| All | +248.7% | +115.6% | +133.0% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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