+713.3%
FERG vs MTSI
+1,308.1%
-594.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.1% | +2.0% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | -10.2% | +2.1% | -12.3% | -10.6% |
| 3M | -0.6% | -29.7% | +29.2% | +2.0% |
| 6M | -6.5% | +12.5% | -19.1% | -8.3% |
| YTD | +4.2% | +57.0% | -52.8% | -0.9% |
| 1Y | -2.3% | +103.9% | -106.2% | -9.2% |
| 3Y | +48.5% | +223.6% | -175.1% | +32.2% |
| 5Y | +72.0% | +321.6% | -249.5% | +50.0% |
| 10Y | +369.9% | +517.7% | -147.8% | +303.8% |
| All | +713.3% | +1,308.1% | -594.8% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling