+876.6%
MS vs FERG
+1,348.4%
-471.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.1% | -0.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -0.3% | -10.2% | +9.9% | +1.2% |
| 3M | +0.3% | -0.6% | +0.9% | +0.2% |
| 6M | +31.3% | -6.5% | +37.9% | +32.3% |
| YTD | +24.7% | +4.2% | +20.5% | +23.8% |
| 1Y | +47.9% | -2.3% | +50.2% | +47.8% |
| 3Y | +178.3% | +48.5% | +129.8% | +163.8% |
| 5Y | +144.9% | +72.0% | +72.9% | +127.0% |
| 10Y | +804.5% | +369.9% | +434.6% | +717.6% |
| All | +876.6% | +1,348.4% | -471.9% | +849.2% |
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