+75.3%
FERG vs MOS
-32.9%
+108.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +0.9% | -2.8% |
| 7D | +8.2% | -2.6% | +10.7% | +8.7% |
| 30D | +14.4% | +13.5% | +0.9% | +11.6% |
| 3M | +4.3% | -2.9% | +7.3% | +4.3% |
| 6M | +7.9% | -1.0% | +8.9% | +7.1% |
| YTD | +16.3% | -7.2% | +23.5% | +15.7% |
| 1Y | +2.2% | -11.4% | +13.6% | +2.4% |
| 3Y | +67.3% | -29.0% | +96.3% | +70.1% |
| 5Y | +75.3% | -34.0% | +109.3% | +69.6% |
| All | +75.3% | -32.9% | +108.3% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling