+434.6%
FERG vs MAS
+213.7%
+220.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | -2.1% | +2.0% | -4.0% | -2.7% |
| 30D | +8.7% | +19.4% | -10.7% | +2.0% |
| 3M | -7.4% | +9.4% | -16.8% | -10.5% |
| 6M | -6.6% | +15.3% | -22.0% | -11.8% |
| YTD | +6.6% | +31.3% | -24.7% | -4.3% |
| 1Y | -3.6% | +34.9% | -38.4% | -14.2% |
| 3Y | +56.4% | +58.6% | -2.2% | +34.1% |
| 5Y | +67.5% | +40.7% | +26.8% | +44.1% |
| All | +434.6% | +213.7% | +220.9% | +290.3% |
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