+1,311.2%
FERG vs MKSI
+1,716.5%
-405.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -2.6% | +2.7% | -5.3% | -2.9% |
| 30D | -8.9% | -12.8% | +3.9% | -7.2% |
| 3M | -2.0% | -22.5% | +20.5% | +0.5% |
| 6M | -3.2% | +19.4% | -22.6% | -6.7% |
| YTD | +1.5% | +67.7% | -66.2% | -6.8% |
| 1Y | +0.5% | +131.4% | -130.9% | -12.0% |
| 3Y | +50.4% | +197.3% | -146.9% | +25.1% |
| 5Y | +68.7% | +87.0% | -18.3% | +42.1% |
| 10Y | +351.3% | +522.1% | -170.8% | +276.0% |
| All | +1,311.2% | +1,716.5% | -405.3% | +1,143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling