+794.2%
MS vs FERG
+358.9%
+435.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.5% | +3.4% | -0.9% | +1.7% |
| 30D | 0.0% | -11.5% | +11.5% | +2.5% |
| 3M | +2.4% | +1.3% | +1.2% | +1.9% |
| 6M | +36.4% | -1.0% | +37.4% | +36.2% |
| YTD | +23.8% | +3.2% | +20.6% | +22.6% |
| 1Y | +48.6% | -3.0% | +51.6% | +48.6% |
| 3Y | +179.1% | +55.0% | +124.1% | +153.5% |
| 5Y | +144.8% | +72.6% | +72.2% | +115.6% |
| 10Y | +794.2% | +358.9% | +435.2% | +578.0% |
| All | +794.2% | +358.9% | +435.2% | +578.0% |
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 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