+65.0%
FERG vs MNST
+100.5%
-35.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.6% |
| 7D | -2.1% | -3.4% | +1.3% | -1.0% |
| 30D | +8.7% | +6.6% | +2.0% | +6.5% |
| 3M | -7.4% | -2.9% | -4.5% | -6.8% |
| 6M | -6.6% | +18.4% | -25.1% | -12.6% |
| YTD | +6.6% | +19.3% | -12.7% | -0.7% |
| 1Y | -3.6% | +37.9% | -41.5% | -14.8% |
| 3Y | +56.4% | +62.9% | -6.5% | +27.6% |
| All | +65.0% | +100.5% | -35.5% | +23.1% |
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