+351.3%
FERG vs MAR
+450.9%
-99.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -2.6% | -0.5% | -2.0% | -2.5% |
| 30D | -8.9% | -5.4% | -3.5% | -7.7% |
| 3M | -2.0% | -15.5% | +13.5% | +1.6% |
| 6M | -3.2% | +3.0% | -6.2% | -4.2% |
| YTD | +1.5% | +8.5% | -7.0% | -0.9% |
| 1Y | +0.5% | +26.0% | -25.5% | -5.2% |
| 3Y | +50.4% | +68.6% | -18.2% | +33.5% |
| 5Y | +68.7% | +157.4% | -88.7% | +40.2% |
| All | +351.3% | +450.9% | -99.6% | +264.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling