+732.1%
FERG vs MTSI
+1,004.6%
-272.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.7% | -1.8% |
| 7D | -2.1% | -10.0% | +7.9% | -1.4% |
| 30D | +8.7% | -37.2% | +45.9% | +12.6% |
| 3M | -7.4% | -30.1% | +22.6% | -5.3% |
| 6M | -6.6% | -31.9% | +25.3% | -4.8% |
| YTD | +6.6% | +23.2% | -16.6% | +2.9% |
| 1Y | -3.6% | +26.4% | -30.0% | -7.2% |
| 3Y | +56.4% | +186.2% | -129.8% | +40.2% |
| 5Y | +67.5% | +187.0% | -119.5% | +48.6% |
| 10Y | +434.6% | +460.4% | -25.8% | +365.0% |
| All | +732.1% | +1,004.6% | -272.5% | +622.3% |
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