+71.5%
FERG vs MNST
+80.0%
-8.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | 0.0% | -6.5% | +6.5% | +2.1% |
| 30D | -10.2% | -7.2% | -3.0% | -8.2% |
| 3M | -0.6% | -1.0% | +0.4% | -0.7% |
| 6M | -6.5% | +11.5% | -18.0% | -10.7% |
| YTD | +4.2% | +14.3% | -10.1% | -1.5% |
| 1Y | -2.3% | +38.1% | -40.4% | -14.1% |
| 3Y | +48.5% | +55.0% | -6.5% | +23.4% |
| All | +71.5% | +80.0% | -8.5% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling