+358.9%
FERG vs MOS
+11.1%
+347.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.1% |
| 7D | +3.4% | +7.1% | -3.7% | +2.8% |
| 30D | -11.5% | +15.0% | -26.6% | -12.6% |
| 3M | +1.3% | +24.1% | -22.8% | -0.7% |
| 6M | -1.0% | +2.7% | -3.7% | -1.7% |
| YTD | +3.2% | +12.2% | -9.0% | +1.7% |
| 1Y | -3.0% | -16.3% | +13.3% | -2.4% |
| 3Y | +55.0% | -23.3% | +78.3% | +55.2% |
| 5Y | +72.6% | -4.2% | +76.8% | +72.9% |
| 10Y | +358.9% | +12.6% | +346.4% | +385.4% |
| All | +358.9% | +11.1% | +347.9% | +385.4% |
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