+354.7%
MNST vs VXUS
+146.4%
+208.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.6% | +2.1% | -0.5% | +0.1% |
| 30D | +5.1% | -1.1% | +6.2% | +5.7% |
| 3M | -0.5% | -5.6% | +5.1% | +3.2% |
| 6M | +8.1% | -2.3% | +10.4% | +8.8% |
| YTD | +21.2% | +10.4% | +10.8% | +11.3% |
| 1Y | +30.7% | +13.1% | +17.7% | +17.9% |
| 3Y | +67.3% | +68.0% | -0.7% | +9.0% |
| 5Y | +101.9% | +45.8% | +56.0% | +47.2% |
| All | +354.7% | +146.4% | +208.3% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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