+351.3%
FERG vs MTB
+173.8%
+177.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -8.9% | -4.8% | -4.1% | -8.1% |
| 3M | -2.0% | +6.0% | -8.0% | -3.1% |
| 6M | -3.2% | +19.6% | -22.8% | -6.2% |
| YTD | +1.5% | +21.5% | -20.0% | -2.0% |
| 1Y | +0.5% | +24.7% | -24.2% | -3.5% |
| 3Y | +50.4% | +108.6% | -58.2% | +33.9% |
| 5Y | +68.7% | +106.7% | -38.0% | +52.4% |
| All | +351.3% | +173.8% | +177.5% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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