+2,689.2%
MA vs FERG
+1,516.3%
+1,172.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.8% |
| 7D | -0.5% | +8.2% | -8.7% | -1.5% |
| 30D | +7.9% | +14.4% | -6.5% | +6.1% |
| 3M | +16.8% | +4.3% | +12.4% | +16.0% |
| 6M | +31.0% | +7.9% | +23.1% | +29.4% |
| YTD | +15.0% | +16.3% | -1.2% | +12.4% |
| 1Y | +17.0% | +2.2% | +14.8% | +16.1% |
| 3Y | +68.5% | +67.3% | +1.2% | +56.2% |
| 5Y | +85.0% | +75.3% | +9.6% | +68.0% |
| 10Y | +561.3% | +421.0% | +140.3% | +468.7% |
| All | +2,689.2% | +1,516.3% | +1,172.8% | +2,180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling