+494.6%
FERG vs MSCI
+799.4%
-304.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.8% | +10.4% | +11.0% |
| 7D | +7.3% | +1.5% | +5.9% | +7.1% |
| 30D | +18.1% | +14.4% | +3.7% | +14.9% |
| 3M | +1.6% | +15.2% | -13.6% | -1.4% |
| 6M | +8.5% | +11.2% | -2.7% | +5.7% |
| YTD | +18.6% | +13.9% | +4.6% | +14.4% |
| 1Y | +5.7% | +12.5% | -6.8% | +2.3% |
| 3Y | +74.0% | +32.3% | +41.7% | +60.7% |
| 5Y | +83.9% | +4.9% | +79.0% | +70.2% |
| 10Y | +494.6% | +779.7% | -285.1% | +368.0% |
| All | +494.6% | +799.4% | -304.8% | +368.0% |
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