+1,545.2%
FERG vs MSCI
+2,260.1%
-714.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +7.2% | +2.7% | +4.5% | +6.8% |
| 30D | +17.9% | +16.2% | +1.7% | +15.5% |
| 3M | -1.3% | +17.1% | -18.4% | -3.5% |
| 6M | +8.3% | +13.0% | -4.7% | +6.2% |
| YTD | +18.3% | +15.8% | +2.6% | +15.3% |
| 1Y | +4.7% | +15.5% | -10.8% | +2.1% |
| 3Y | +70.3% | +32.3% | +38.0% | +61.8% |
| 5Y | +84.6% | +8.2% | +76.5% | +75.3% |
| 10Y | +430.3% | +800.7% | -370.4% | +370.5% |
| All | +1,545.2% | +2,260.1% | -714.9% | +1,356.3% |
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