+70.1%
MA vs FERG
+73.7%
-3.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.8% | +7.2% | -5.4% | +0.5% |
| 30D | +11.8% | +17.9% | -6.1% | +8.7% |
| 3M | +17.2% | -1.3% | +18.4% | +17.2% |
| 6M | +33.4% | +8.3% | +25.1% | +31.1% |
| YTD | +16.1% | +18.3% | -2.2% | +11.7% |
| 1Y | +19.9% | +4.7% | +15.2% | +18.1% |
| 3Y | +70.1% | +70.3% | -0.2% | +45.1% |
| All | +70.1% | +73.7% | -3.6% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling