+71.5%
FERG vs MTSI
+320.9%
-249.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.1% | +1.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.4% |
| 30D | -10.2% | +2.1% | -12.3% | -11.5% |
| 3M | -0.6% | -29.7% | +29.2% | +7.2% |
| 6M | -6.5% | +12.5% | -19.1% | -13.2% |
| YTD | +4.2% | +57.0% | -52.8% | -12.9% |
| 1Y | -2.3% | +103.9% | -106.2% | -25.5% |
| 3Y | +48.5% | +223.6% | -175.1% | -8.8% |
| All | +71.5% | +320.9% | -249.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling