+0.5%
FERG vs MSTU
-93.8%
+94.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.6% |
| 7D | -2.6% | -16.6% | +14.0% | -2.0% |
| 30D | -8.9% | +69.7% | -78.6% | -11.1% |
| 3M | -2.0% | -7.5% | +5.4% | -2.4% |
| 6M | -3.2% | -43.1% | +39.9% | -2.5% |
| YTD | +1.5% | -63.0% | +64.5% | +2.6% |
| 1Y | +0.5% | -93.8% | +94.3% | +19.2% |
| All | +0.5% | -93.8% | +94.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling