-2.3%
FERG vs MAR
+27.3%
-29.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | -4.2% | +4.1% | +1.5% |
| 30D | -10.2% | -6.7% | -3.5% | -8.0% |
| 3M | -0.6% | -12.5% | +11.9% | +4.3% |
| 6M | -6.5% | +0.6% | -7.1% | -9.3% |
| YTD | +4.2% | +9.1% | -4.9% | -3.5% |
| 1Y | -2.3% | +26.2% | -28.5% | -16.2% |
| All | -2.3% | +27.3% | -29.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling