+29.4%
FERG vs MSTZ
-99.2%
+128.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.8% |
| 7D | +9.7% | +30.8% | -21.0% | +11.1% |
| 30D | +15.0% | +41.2% | -26.2% | +17.3% |
| 3M | +3.8% | -60.9% | +64.7% | +1.6% |
| 6M | +10.6% | -15.7% | +26.3% | +14.2% |
| YTD | +17.0% | -75.2% | +92.2% | +17.3% |
| 1Y | +7.1% | -59.8% | +66.9% | +10.6% |
| All | +29.4% | -99.2% | +128.6% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling