+5.7%
FERG vs MSFU
-12.2%
+17.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.7% | +2.1% |
| 7D | +6.4% | -12.7% | +19.1% | +6.8% |
| 30D | +19.9% | -9.0% | +28.9% | +20.2% |
| 3M | +5.6% | +2.9% | +2.6% | +5.7% |
| 6M | +9.2% | +43.5% | -34.3% | +10.3% |
| YTD | +20.6% | -2.4% | +23.1% | +17.1% |
| 1Y | +5.7% | -13.5% | +19.2% | +2.3% |
| All | +5.7% | -12.2% | +17.9% | +2.3% |
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