+56.9%
FERG vs MTSI
+231.8%
-175.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.1% | +1.6% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | -10.2% | +2.1% | -12.3% | -11.3% |
| 3M | -0.6% | -29.7% | +29.2% | +5.9% |
| 6M | -6.5% | +12.5% | -19.1% | -12.1% |
| YTD | +4.2% | +57.0% | -52.8% | -10.3% |
| 1Y | -2.3% | +103.9% | -106.2% | -22.2% |
| All | +56.9% | +231.8% | -175.0% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling