+6,169.9%
MU vs FERG
+352.7%
+5,817.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.2% |
| 7D | +7.5% | +0.9% | +6.6% | +7.2% |
| 30D | +19.4% | -15.1% | +34.4% | +25.4% |
| 3M | +9.8% | -4.8% | +14.7% | +11.6% |
| 6M | +164.1% | -2.5% | +166.6% | +166.0% |
| YTD | +260.3% | +1.8% | +258.5% | +258.3% |
| 1Y | +661.2% | -0.3% | +661.5% | +660.5% |
| 3Y | +1,380.8% | +52.9% | +1,327.9% | +1,236.3% |
| 5Y | +1,346.4% | +69.3% | +1,277.1% | +1,163.0% |
| 10Y | +6,169.9% | +352.7% | +5,817.2% | +5,329.8% |
| All | +6,169.9% | +352.7% | +5,817.2% | +5,329.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling