+1,348.4%
FERG vs MAS
+672.9%
+675.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.0% |
| 7D | 0.0% | -0.8% | +0.7% | +0.1% |
| 30D | -10.2% | -5.6% | -4.6% | -9.3% |
| 3M | -0.6% | +4.4% | -5.0% | -1.5% |
| 6M | -6.5% | +7.2% | -13.7% | -7.9% |
| YTD | +4.2% | +16.1% | -11.9% | +1.2% |
| 1Y | -2.3% | +0.1% | -2.4% | -2.8% |
| 3Y | +48.5% | +28.3% | +20.2% | +43.2% |
| 5Y | +72.0% | +30.5% | +41.6% | +64.1% |
| 10Y | +369.9% | +139.1% | +230.8% | +337.1% |
| All | +1,348.4% | +672.9% | +675.5% | +1,286.3% |
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 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