+0.5%
FERG vs MKSI
+142.7%
-142.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -2.6% | +2.7% | -5.3% | -3.1% |
| 30D | -8.9% | -12.8% | +3.9% | -6.6% |
| 3M | -2.0% | -22.5% | +20.5% | +1.2% |
| 6M | -3.2% | +19.4% | -22.6% | -10.6% |
| YTD | +1.5% | +67.7% | -66.2% | -13.7% |
| 1Y | +0.5% | +131.4% | -130.9% | -22.4% |
| All | +0.5% | +142.7% | -142.2% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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