+48.9%
MSFT vs FERG
+52.4%
-3.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -1.0% | +0.9% | -1.9% | -1.2% |
| 30D | -2.7% | -15.1% | +12.4% | -0.3% |
| 3M | +22.1% | -4.8% | +26.9% | +22.8% |
| 6M | +20.6% | -2.5% | +23.0% | +20.3% |
| YTD | +2.3% | +1.8% | +0.5% | +1.0% |
| 1Y | -0.5% | -0.3% | -0.2% | -1.8% |
| All | +48.9% | +52.4% | -3.5% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling