+67.7%
FERG vs MCO
+28.6%
+39.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.1% |
| 7D | -2.6% | -3.8% | +1.2% | -0.8% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | -2.0% | +7.7% | -9.8% | -6.1% |
| 6M | -3.2% | +7.0% | -10.2% | -7.2% |
| YTD | +1.5% | -6.4% | +7.9% | +3.3% |
| 1Y | +0.5% | -7.6% | +8.1% | +2.6% |
| 3Y | +50.4% | +43.2% | +7.2% | +17.9% |
| All | +67.7% | +28.6% | +39.1% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling