-51.1%
FIS vs MCO
+9.9%
-61.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.9% | -28.6% | -26.2% |
| 7D | -18.4% | +10.7% | -29.1% | -24.0% |
| 30D | -11.4% | +17.9% | -29.3% | -20.8% |
| 3M | -32.0% | +9.5% | -41.5% | -36.2% |
| 6M | -35.6% | +18.1% | -53.7% | -42.5% |
| YTD | -53.8% | +4.1% | -57.9% | -54.0% |
| 1Y | -51.1% | +9.3% | -60.4% | -52.5% |
| All | -51.1% | +9.9% | -61.0% | -52.5% |
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