+1,348.4%
FERG vs MSCI
+1,958.8%
-610.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -10.2% | +0.6% | -10.7% | -10.3% |
| 3M | -0.6% | -7.1% | +6.5% | +0.2% |
| 6M | -6.5% | +0.8% | -7.4% | -7.0% |
| YTD | +4.2% | +1.0% | +3.2% | +3.5% |
| 1Y | -2.3% | +4.3% | -6.6% | -3.5% |
| 3Y | +48.5% | +9.9% | +38.5% | +44.7% |
| 5Y | +72.0% | -6.8% | +78.8% | +66.6% |
| 10Y | +369.9% | +614.7% | -244.8% | +325.7% |
| All | +1,348.4% | +1,958.8% | -610.4% | +1,207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling