+363.2%
FERG vs MNST
+241.8%
+121.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | 0.0% | -6.5% | +6.5% | +1.1% |
| 30D | -10.2% | -7.2% | -3.0% | -9.1% |
| 3M | -0.6% | -1.0% | +0.4% | -0.6% |
| 6M | -6.5% | +11.5% | -18.0% | -8.6% |
| YTD | +4.2% | +14.3% | -10.1% | +1.3% |
| 1Y | -2.3% | +38.1% | -40.4% | -8.1% |
| 3Y | +48.5% | +55.0% | -6.5% | +36.0% |
| 5Y | +72.0% | +79.6% | -7.6% | +52.7% |
| All | +363.2% | +241.8% | +121.4% | +311.3% |
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