+2,715.8%
MA vs FERG
+1,545.2%
+1,170.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.8% | +7.2% | -5.4% | +0.9% |
| 30D | +11.8% | +17.9% | -6.1% | +9.6% |
| 3M | +17.2% | -1.3% | +18.4% | +17.2% |
| 6M | +33.4% | +8.3% | +25.1% | +31.7% |
| YTD | +16.1% | +18.3% | -2.2% | +13.2% |
| 1Y | +19.9% | +4.7% | +15.2% | +18.6% |
| 3Y | +70.1% | +70.3% | -0.2% | +57.3% |
| 5Y | +89.6% | +84.6% | +5.0% | +71.6% |
| 10Y | +568.4% | +430.3% | +138.1% | +473.6% |
| All | +2,715.8% | +1,545.2% | +1,170.6% | +2,197.0% |
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