+2,178.6%
MSFT vs FERG
+1,526.4%
+652.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -1.3% | +9.7% | -11.0% | -2.3% |
| 30D | -1.8% | +15.0% | -16.9% | -3.3% |
| 3M | +5.6% | +3.8% | +1.9% | +5.1% |
| 6M | +29.8% | +10.6% | +19.2% | +28.2% |
| YTD | +9.0% | +17.0% | -8.0% | +6.8% |
| 1Y | +4.9% | +7.1% | -2.1% | +3.7% |
| 3Y | +46.2% | +67.7% | -21.5% | +37.0% |
| 5Y | +62.1% | +76.4% | -14.3% | +48.8% |
| 10Y | +899.6% | +424.2% | +475.4% | +783.6% |
| All | +2,178.6% | +1,526.4% | +652.2% | +1,938.3% |
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