-3.6%
FERG vs MAS
+32.0%
-35.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -2.1% | +2.0% | -4.0% | -2.9% |
| 30D | +8.7% | +19.4% | -10.7% | +0.6% |
| 3M | -7.4% | +9.4% | -16.8% | -11.2% |
| 6M | -6.6% | +15.3% | -22.0% | -13.5% |
| YTD | +6.6% | +31.3% | -24.7% | -11.0% |
| 1Y | -3.6% | +34.9% | -38.4% | -21.3% |
| All | -3.6% | +32.0% | -35.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling