+4.9%
MSFT vs FERG
+3.5%
+1.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -1.3% | +9.7% | -11.0% | -2.0% |
| 30D | -1.8% | +15.0% | -16.9% | -2.4% |
| 3M | +5.6% | +3.8% | +1.9% | +5.0% |
| 6M | +29.8% | +10.6% | +19.2% | +29.3% |
| YTD | +9.0% | +17.0% | -8.0% | +8.8% |
| 1Y | +4.9% | +7.1% | -2.1% | +4.3% |
| All | +4.9% | +3.5% | +1.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling