+744.3%
MS vs FERG
+1,548.3%
-804.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.2% | -8.1% | +1.5% |
| 7D | +0.7% | +7.3% | -6.6% | -0.3% |
| 30D | -0.9% | +18.1% | -19.1% | -3.3% |
| 3M | -13.0% | +1.6% | -14.6% | -13.3% |
| 6M | -2.0% | +8.5% | -10.5% | -3.4% |
| YTD | +7.8% | +18.6% | -10.8% | +5.0% |
| 1Y | +17.9% | +5.7% | +12.1% | +16.5% |
| 3Y | +174.8% | +74.0% | +100.8% | +154.8% |
| 5Y | +119.9% | +83.9% | +36.0% | +100.3% |
| 10Y | +578.8% | +494.6% | +84.3% | +502.0% |
| All | +744.3% | +1,548.3% | -804.0% | +705.3% |
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