+440.7%
FERG vs MSI
+683.5%
-242.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.6% |
| 7D | +6.4% | +7.7% | -1.3% | +4.8% |
| 30D | +19.9% | +19.9% | 0.0% | +15.6% |
| 3M | +5.6% | +14.9% | -9.4% | +2.5% |
| 6M | +9.2% | +37.2% | -28.0% | +2.0% |
| YTD | +20.6% | +40.8% | -20.1% | +11.8% |
| 1Y | +5.7% | +38.1% | -32.4% | -1.7% |
| 3Y | +73.6% | +77.7% | -4.1% | +52.9% |
| 5Y | +86.2% | +129.0% | -42.8% | +55.4% |
| 10Y | +440.7% | +671.3% | -230.6% | +319.1% |
| All | +440.7% | +683.5% | -242.8% | +319.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling