+72.6%
FERG vs MSI
+100.4%
-27.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +3.4% | -5.8% | +9.1% | +5.7% |
| 30D | -11.5% | -1.0% | -10.5% | -11.3% |
| 3M | +1.3% | +14.2% | -12.9% | -4.5% |
| 6M | -1.0% | +1.0% | -2.0% | -2.2% |
| YTD | +3.2% | +21.5% | -18.2% | -6.2% |
| 1Y | -3.0% | -2.1% | -0.8% | -3.1% |
| 3Y | +55.0% | +69.3% | -14.3% | +14.7% |
| 5Y | +72.6% | +99.3% | -26.7% | +15.2% |
| All | +72.6% | +100.4% | -27.8% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling