+1,348.4%
FERG vs MNST
+2,569.9%
-1,221.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | 0.0% | -6.5% | +6.5% | +0.5% |
| 30D | -10.2% | -7.2% | -3.0% | -9.7% |
| 3M | -0.6% | -1.0% | +0.4% | -0.6% |
| 6M | -6.5% | +11.5% | -18.0% | -7.5% |
| YTD | +4.2% | +14.3% | -10.1% | +2.9% |
| 1Y | -2.3% | +38.1% | -40.4% | -4.9% |
| 3Y | +48.5% | +55.0% | -6.5% | +42.9% |
| 5Y | +72.0% | +79.6% | -7.6% | +63.6% |
| 10Y | +369.9% | +241.8% | +128.1% | +344.4% |
| All | +1,348.4% | +2,569.9% | -1,221.5% | +1,382.9% |
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