+421.0%
FERG vs MSCI
+799.8%
-378.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.3% |
| 7D | +8.2% | -0.7% | +8.8% | +8.3% |
| 30D | +14.4% | +16.2% | -1.8% | +10.9% |
| 3M | +4.3% | +16.1% | -11.8% | +1.1% |
| 6M | +7.9% | +12.9% | -5.1% | +4.7% |
| YTD | +16.3% | +14.8% | +1.4% | +12.0% |
| 1Y | +2.2% | +13.8% | -11.5% | -1.3% |
| 3Y | +67.3% | +31.2% | +36.1% | +54.7% |
| 5Y | +75.3% | +5.6% | +69.8% | +62.0% |
| All | +421.0% | +799.8% | -378.8% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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