+1,548.3%
FERG vs MSCI
+2,222.7%
-674.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.8% | +10.4% | +11.1% |
| 7D | +7.3% | +1.5% | +5.9% | +7.2% |
| 30D | +18.1% | +14.4% | +3.7% | +15.9% |
| 3M | +1.6% | +15.2% | -13.6% | -0.4% |
| 6M | +8.5% | +11.2% | -2.7% | +6.6% |
| YTD | +18.6% | +13.9% | +4.6% | +15.8% |
| 1Y | +5.7% | +12.5% | -6.8% | +3.4% |
| 3Y | +74.0% | +32.3% | +41.7% | +65.4% |
| 5Y | +83.9% | +4.9% | +79.0% | +75.1% |
| 10Y | +494.6% | +779.7% | -285.1% | +428.8% |
| All | +1,548.3% | +2,222.7% | -674.4% | +1,362.4% |
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 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