-79.9%
FIG vs MCO
-6.0%
-73.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.6% |
| 7D | -3.8% | -3.8% | 0.0% | -1.0% |
| 30D | -2.3% | -0.4% | -1.9% | -2.0% |
| 3M | +20.0% | +7.7% | +12.2% | +16.0% |
| 6M | -16.7% | +7.0% | -23.7% | -18.9% |
| YTD | -37.9% | -6.4% | -31.5% | -37.9% |
| 1Y | -58.5% | -7.6% | -50.9% | -61.5% |
| All | -79.9% | -6.0% | -73.9% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling