+61.3%
MSFT vs FERG
+84.0%
-22.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.2% | -2.8% |
| 7D | -6.2% | +6.4% | -12.7% | -7.9% |
| 30D | -3.7% | +19.9% | -23.6% | -8.4% |
| 3M | +3.6% | +5.6% | -1.9% | +1.9% |
| 6M | +26.8% | +9.2% | +17.6% | +23.1% |
| YTD | +8.4% | +20.6% | -12.2% | +1.4% |
| 1Y | +3.3% | +5.7% | -2.4% | +0.4% |
| 3Y | +44.3% | +73.6% | -29.3% | +12.0% |
| All | +61.3% | +84.0% | -22.8% | +13.6% |
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