+424.2%
FERG vs MAS
+215.0%
+209.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +9.7% | +3.0% | +6.8% | +8.7% |
| 30D | +15.0% | +22.4% | -7.4% | +7.2% |
| 3M | +3.8% | +14.5% | -10.7% | -1.1% |
| 6M | +10.6% | +27.1% | -16.5% | +1.2% |
| YTD | +17.0% | +35.8% | -18.8% | +4.0% |
| 1Y | +7.1% | +39.4% | -32.3% | -5.6% |
| 3Y | +67.7% | +60.3% | +7.5% | +43.4% |
| 5Y | +76.4% | +39.4% | +37.0% | +50.9% |
| All | +424.2% | +215.0% | +209.2% | +299.6% |
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