+113.8%
MSTR vs FERG
+72.9%
+40.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.6% |
| 7D | +9.3% | +3.4% | +5.9% | +6.4% |
| 30D | +36.5% | -11.5% | +48.0% | +50.7% |
| 3M | +7.3% | +1.3% | +6.1% | +3.5% |
| 6M | +2.2% | -1.0% | +3.2% | -0.1% |
| YTD | -10.2% | +3.2% | -13.4% | -15.7% |
| 1Y | -58.6% | -3.0% | -55.7% | -59.4% |
| 3Y | +283.2% | +55.0% | +228.2% | +123.0% |
| 5Y | +113.8% | +72.6% | +41.1% | -3.0% |
| All | +113.8% | +72.9% | +40.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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