+434.6%
FERG vs MOS
+8.6%
+425.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -2.1% | +21.6% | -23.7% | -3.8% |
| 30D | +8.7% | +12.0% | -3.3% | +7.5% |
| 3M | -7.4% | -3.9% | -3.5% | -7.4% |
| 6M | -6.6% | -3.3% | -3.3% | -6.8% |
| YTD | +6.6% | -4.6% | +11.2% | +6.2% |
| 1Y | -3.6% | -7.0% | +3.4% | -3.8% |
| 3Y | +56.4% | -24.4% | +80.8% | +57.1% |
| 5Y | +67.5% | -32.1% | +99.6% | +70.1% |
| All | +434.6% | +8.6% | +425.9% | +443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling