+553.7%
MS vs FERG
+432.6%
+121.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | +7.2% | -6.4% | -0.8% |
| 30D | -0.7% | +17.9% | -18.6% | -4.2% |
| 3M | -12.4% | -1.3% | -11.1% | -12.3% |
| 6M | -1.7% | +8.3% | -10.1% | -3.8% |
| YTD | +8.0% | +18.3% | -10.3% | +3.8% |
| 1Y | +16.2% | +4.7% | +11.5% | +14.3% |
| 3Y | +171.3% | +70.3% | +101.0% | +140.7% |
| 5Y | +124.8% | +84.6% | +40.1% | +92.6% |
| 10Y | +553.7% | +430.3% | +123.3% | +424.9% |
| All | +553.7% | +432.6% | +121.0% | +424.9% |
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