+122.9%
MS vs FERG
+77.6%
+45.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +5.1% | +9.7% | -4.7% | +0.9% |
| 30D | +5.7% | +15.0% | -9.4% | -0.4% |
| 3M | -12.2% | +3.8% | -15.9% | -13.8% |
| 6M | -0.5% | +10.6% | -11.1% | -5.5% |
| YTD | +9.8% | +17.0% | -7.2% | +1.5% |
| 1Y | +17.7% | +7.1% | +10.6% | +12.7% |
| 3Y | +176.8% | +67.7% | +109.1% | +106.3% |
| All | +122.9% | +77.6% | +45.3% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling