+434.6%
FERG vs MTSI
+448.7%
-14.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.7% | -2.0% |
| 7D | -2.1% | -10.0% | +7.9% | -1.2% |
| 30D | +8.7% | -37.2% | +45.9% | +13.6% |
| 3M | -7.4% | -30.1% | +22.6% | -4.8% |
| 6M | -6.6% | -31.9% | +25.3% | -4.4% |
| YTD | +6.6% | +23.2% | -16.6% | +1.7% |
| 1Y | -3.6% | +26.4% | -30.0% | -8.4% |
| 3Y | +56.4% | +186.2% | -129.8% | +35.4% |
| 5Y | +67.5% | +187.0% | -119.5% | +42.9% |
| All | +434.6% | +448.7% | -14.1% | +369.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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