+1,348.4%
FERG vs MAR
+1,439.1%
-90.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | -4.2% | +4.1% | +0.7% |
| 30D | -10.2% | -6.7% | -3.5% | -9.1% |
| 3M | -0.6% | -12.5% | +11.9% | +1.6% |
| 6M | -6.5% | +0.6% | -7.1% | -6.8% |
| YTD | +4.2% | +9.1% | -4.9% | +2.3% |
| 1Y | -2.3% | +26.2% | -28.5% | -6.4% |
| 3Y | +48.5% | +68.2% | -19.7% | +36.2% |
| 5Y | +72.0% | +163.9% | -91.9% | +50.0% |
| 10Y | +369.9% | +420.6% | -50.7% | +288.7% |
| All | +1,348.4% | +1,439.1% | -90.7% | +1,081.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling