+14.2%
FERG vs MSTU
-86.5%
+100.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.6% | +7.7% | -0.6% |
| 7D | +3.4% | +16.1% | -12.8% | +2.5% |
| 30D | -11.5% | +68.7% | -80.2% | -14.1% |
| 3M | +1.3% | -11.0% | +12.3% | +0.4% |
| 6M | -1.0% | -33.4% | +32.4% | -1.5% |
| YTD | +3.2% | -59.5% | +62.7% | +3.4% |
| 1Y | -3.0% | -93.4% | +90.4% | +5.7% |
| All | +14.2% | -86.5% | +100.7% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling