+111.0%
FERG vs MSFU
+70.7%
+40.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +0.9% | -2.3% | +3.2% | +1.2% |
| 30D | -15.1% | -6.3% | -8.8% | -14.4% |
| 3M | -4.8% | +40.0% | -44.8% | -9.8% |
| 6M | -2.5% | +30.1% | -32.6% | -7.6% |
| YTD | +1.8% | -10.3% | +12.1% | +2.5% |
| 1Y | -0.3% | -19.0% | +18.7% | +2.0% |
| 3Y | +52.9% | +25.8% | +27.1% | +33.1% |
| All | +111.0% | +70.7% | +40.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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