+71.5%
FERG vs MSCI
-6.7%
+78.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -10.2% | +0.6% | -10.7% | -10.4% |
| 3M | -0.6% | -7.1% | +6.5% | +1.4% |
| 6M | -6.5% | +0.8% | -7.4% | -7.8% |
| YTD | +4.2% | +1.0% | +3.2% | +2.1% |
| 1Y | -2.3% | +4.3% | -6.6% | -6.1% |
| 3Y | +48.5% | +9.9% | +38.5% | +36.1% |
| All | +71.5% | -6.7% | +78.3% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling