+15.3%
FERG vs MSTZ
-99.3%
+114.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +2.4% |
| 7D | 0.0% | -29.7% | +29.7% | -1.1% |
| 30D | -10.2% | -65.3% | +55.1% | -13.4% |
| 3M | -0.6% | -57.3% | +56.8% | -2.1% |
| 6M | -6.5% | -61.6% | +55.1% | -7.3% |
| YTD | +4.2% | -78.3% | +82.5% | +2.7% |
| 1Y | -2.3% | -30.2% | +28.0% | +3.8% |
| All | +15.3% | -99.3% | +114.5% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling