+440.7%
FERG vs MOS
-1.8%
+442.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.0% |
| 7D | +6.4% | +5.5% | +1.0% | +6.0% |
| 30D | +19.9% | +21.0% | -1.0% | +17.9% |
| 3M | +5.6% | -0.5% | +6.0% | +5.3% |
| 6M | +9.2% | +6.6% | +2.6% | +8.2% |
| YTD | +20.6% | -2.8% | +23.4% | +20.1% |
| 1Y | +5.7% | -8.1% | +13.7% | +5.5% |
| 3Y | +73.6% | -25.6% | +99.2% | +74.4% |
| 5Y | +86.2% | -29.8% | +116.0% | +88.9% |
| 10Y | +440.7% | +0.6% | +440.1% | +477.9% |
| All | +440.7% | -1.8% | +442.5% | +477.9% |
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