+12.3%
FERG vs MSTZ
-99.1%
+111.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.6% |
| 7D | -2.6% | +17.0% | -19.6% | -1.9% |
| 30D | -8.9% | -61.8% | +52.9% | -11.8% |
| 3M | -2.0% | -54.6% | +52.5% | -3.4% |
| 6M | -3.2% | -59.3% | +56.1% | -3.8% |
| YTD | +1.5% | -74.6% | +76.1% | +0.8% |
| 1Y | +0.5% | -18.8% | +19.3% | +7.4% |
| All | +12.3% | -99.1% | +111.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling