+558.3%
MS vs FERG
+434.6%
+123.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -1.6% | -2.1% | +0.5% | -1.0% |
| 30D | -3.8% | +8.7% | -12.4% | -5.4% |
| 3M | -14.6% | -7.4% | -7.2% | -13.2% |
| 6M | -5.1% | -6.6% | +1.6% | -4.0% |
| YTD | +4.5% | +6.6% | -2.1% | +2.8% |
| 1Y | +13.5% | -3.6% | +17.1% | +13.8% |
| 3Y | +160.4% | +56.4% | +104.0% | +135.5% |
| 5Y | +112.9% | +67.5% | +45.4% | +86.5% |
| All | +558.3% | +434.6% | +123.7% | +395.5% |
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