+1,577.3%
FERG vs MNST
+2,666.2%
-1,088.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +6.4% | -6.9% | +13.3% | +7.0% |
| 30D | +19.9% | +3.7% | +16.2% | +19.6% |
| 3M | +5.6% | -0.3% | +5.8% | +5.5% |
| 6M | +9.2% | +5.1% | +4.2% | +8.7% |
| YTD | +20.6% | +18.4% | +2.2% | +18.8% |
| 1Y | +5.7% | +26.3% | -20.6% | +3.6% |
| 3Y | +73.6% | +64.3% | +9.3% | +66.4% |
| 5Y | +86.2% | +96.8% | -10.6% | +76.4% |
| 10Y | +440.7% | +333.2% | +107.5% | +409.7% |
| All | +1,577.3% | +2,666.2% | -1,088.9% | +1,612.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling