+70.0%
MA vs FERG
+74.5%
-4.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.8% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.5% | -10.2% | +11.7% | +4.6% |
| 3M | +20.4% | -0.6% | +21.0% | +20.0% |
| 6M | +11.1% | -6.5% | +17.7% | +12.3% |
| YTD | +2.0% | +4.2% | -2.2% | -0.8% |
| 1Y | -2.2% | -2.3% | +0.1% | -3.3% |
| 3Y | +41.9% | +48.5% | -6.6% | +13.5% |
| All | +70.0% | +74.5% | -4.5% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling