+1,348.4%
FERG vs MOS
-44.3%
+1,392.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.2% |
| 7D | 0.0% | +9.5% | -9.6% | -0.6% |
| 30D | -10.2% | +10.4% | -20.6% | -10.7% |
| 3M | -0.6% | +12.9% | -13.5% | -1.4% |
| 6M | -6.5% | +1.2% | -7.8% | -6.9% |
| YTD | +4.2% | +9.3% | -5.1% | +3.3% |
| 1Y | -2.3% | -18.0% | +15.7% | -1.7% |
| 3Y | +48.5% | -29.0% | +77.5% | +49.0% |
| 5Y | +72.0% | -9.6% | +81.6% | +72.7% |
| 10Y | +369.9% | +6.1% | +363.8% | +380.7% |
| All | +1,348.4% | -44.3% | +1,392.8% | +1,404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling