+440.7%
FERG vs MAS
+217.4%
+223.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +6.4% | -1.8% | +8.3% | +7.3% |
| 30D | +19.9% | +23.6% | -3.6% | +11.4% |
| 3M | +5.6% | +12.4% | -6.9% | +1.3% |
| 6M | +9.2% | +21.9% | -12.6% | +1.4% |
| YTD | +20.6% | +36.1% | -15.5% | +7.2% |
| 1Y | +5.7% | +39.5% | -33.8% | -6.9% |
| 3Y | +73.6% | +59.1% | +14.5% | +48.7% |
| 5Y | +86.2% | +44.4% | +41.8% | +58.6% |
| 10Y | +440.7% | +217.0% | +223.7% | +310.5% |
| All | +440.7% | +217.4% | +223.3% | +310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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