+513.2%
MA vs FERG
+352.7%
+160.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | +0.8% | -15.1% | +15.8% | +3.5% |
| 3M | +14.8% | -4.8% | +19.6% | +15.5% |
| 6M | +10.0% | -2.5% | +12.4% | +9.9% |
| YTD | -0.1% | +1.8% | -1.9% | -1.1% |
| 1Y | -2.2% | -0.3% | -1.9% | -3.1% |
| 3Y | +39.3% | +52.9% | -13.7% | +26.2% |
| 5Y | +66.3% | +69.3% | -3.0% | +45.9% |
| 10Y | +513.2% | +352.7% | +160.5% | +415.9% |
| All | +513.2% | +352.7% | +160.5% | +415.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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