+348.1%
FERG vs MSI
+601.8%
-253.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | -11.8% | -0.6% | -11.2% | -11.8% |
| 3M | -1.2% | +13.0% | -14.3% | -3.9% |
| 6M | -2.3% | +0.5% | -2.8% | -2.8% |
| YTD | +0.8% | +21.7% | -20.9% | -3.7% |
| 1Y | +0.5% | -2.6% | +3.1% | +0.4% |
| 3Y | +51.4% | +69.7% | -18.3% | +34.8% |
| 5Y | +67.5% | +102.8% | -35.3% | +43.9% |
| All | +348.1% | +601.8% | -253.7% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MSI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling