+1,348.4%
FERG vs MSI
+1,773.5%
-425.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | -10.2% | +6.8% | -17.0% | -11.1% |
| 3M | -0.6% | +14.3% | -14.9% | -2.5% |
| 6M | -6.5% | -1.6% | -5.0% | -6.6% |
| YTD | +4.2% | +22.8% | -18.6% | +1.1% |
| 1Y | -2.3% | -1.1% | -1.2% | -2.5% |
| 3Y | +48.5% | +70.5% | -22.0% | +38.3% |
| 5Y | +72.0% | +102.8% | -30.8% | +56.9% |
| 10Y | +369.9% | +597.4% | -227.5% | +313.9% |
| All | +1,348.4% | +1,773.5% | -425.1% | +1,191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling