+0.5%
FERG vs MSFU
-20.3%
+20.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.0% | -6.9% | +5.9% | -1.0% |
| 30D | -11.8% | -5.1% | -6.7% | -11.8% |
| 3M | -1.2% | +44.6% | -45.9% | +0.1% |
| 6M | -2.3% | +32.8% | -35.1% | -2.0% |
| YTD | +0.8% | -10.1% | +10.8% | -1.5% |
| 1Y | +0.5% | -19.4% | +19.9% | +2.1% |
| All | +0.5% | -20.3% | +20.8% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling