+1,394.3%
FERG vs MAS
+791.3%
+603.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.7% | -4.6% |
| 7D | -2.0% | +4.6% | -6.5% | -2.8% |
| 30D | +5.5% | +19.9% | -14.4% | +2.1% |
| 3M | -7.3% | +8.9% | -16.2% | -8.8% |
| 6M | -6.1% | +20.2% | -26.2% | -9.3% |
| YTD | +7.5% | +33.9% | -26.4% | +1.8% |
| 1Y | -3.9% | +34.7% | -38.6% | -9.1% |
| 3Y | +57.3% | +60.4% | -3.1% | +46.6% |
| 5Y | +68.9% | +43.5% | +25.4% | +57.4% |
| 10Y | +439.0% | +226.7% | +212.3% | +387.7% |
| All | +1,394.3% | +791.3% | +603.1% | +1,293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling