+430.3%
FERG vs MAS
+219.2%
+211.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | +7.2% | +3.6% | +3.6% | +6.0% |
| 30D | +17.9% | +23.8% | -5.9% | +9.4% |
| 3M | -1.3% | +14.4% | -15.7% | -5.9% |
| 6M | +8.3% | +19.7% | -11.4% | +1.2% |
| YTD | +18.3% | +36.0% | -17.6% | +5.2% |
| 1Y | +4.7% | +40.4% | -35.6% | -7.9% |
| 3Y | +70.3% | +58.9% | +11.4% | +45.9% |
| 5Y | +84.6% | +44.5% | +40.1% | +57.3% |
| 10Y | +430.3% | +214.8% | +215.6% | +303.5% |
| All | +430.3% | +219.2% | +211.1% | +303.5% |
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