+11.5%
FERG vs MSTZ
-99.1%
+110.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.6% | -7.6% | -0.7% |
| 7D | -1.0% | +24.8% | -25.8% | 0.0% |
| 30D | -11.8% | -59.2% | +47.4% | -14.4% |
| 3M | -1.2% | -56.9% | +55.6% | -2.9% |
| 6M | -2.3% | -57.6% | +55.3% | -2.8% |
| YTD | +0.8% | -73.6% | +74.4% | +0.2% |
| 1Y | +0.5% | -15.6% | +16.0% | +7.6% |
| All | +11.5% | -99.1% | +110.6% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling