+421.0%
FERG vs MNST
+336.2%
+84.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +8.2% | -4.7% | +12.9% | +9.1% |
| 30D | +14.4% | +5.2% | +9.2% | +13.3% |
| 3M | +4.3% | -0.9% | +5.2% | +4.4% |
| 6M | +7.9% | +6.1% | +1.7% | +6.4% |
| YTD | +16.3% | +18.9% | -2.6% | +12.1% |
| 1Y | +2.2% | +29.3% | -27.1% | -2.9% |
| 3Y | +67.3% | +64.9% | +2.4% | +50.8% |
| 5Y | +75.3% | +98.0% | -22.7% | +52.8% |
| All | +421.0% | +336.2% | +84.8% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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