+12.7%
FERG vs MSTU
-87.2%
+99.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.1% | -1.1% |
| 7D | +0.9% | +12.9% | -12.0% | +0.1% |
| 30D | -15.1% | +68.3% | -83.4% | -17.6% |
| 3M | -4.8% | +0.4% | -5.2% | -6.2% |
| 6M | -2.5% | -41.5% | +39.1% | -2.3% |
| YTD | +1.8% | -61.7% | +63.5% | +2.2% |
| 1Y | -0.3% | -93.7% | +93.3% | +8.8% |
| All | +12.7% | -87.2% | +99.9% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling