+0.5%
FERG vs MCO
-5.7%
+6.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -2.6% | -3.8% | +1.2% | -2.0% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | -2.0% | +7.7% | -9.8% | -3.2% |
| 6M | -3.2% | +7.0% | -10.2% | -4.3% |
| YTD | +1.5% | -6.4% | +7.9% | +2.5% |
| 1Y | +0.5% | -7.6% | +8.1% | -0.6% |
| All | +0.5% | -5.7% | +6.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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