-40.7%
FIS vs MCO
+385.7%
-426.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.1% |
| 7D | -8.9% | -7.3% | -1.6% | -4.8% |
| 30D | -9.9% | -1.7% | -8.2% | -9.0% |
| 3M | 0.0% | +3.9% | -3.9% | -2.2% |
| 6M | -22.9% | +3.8% | -26.7% | -24.5% |
| YTD | -40.9% | -7.9% | -33.0% | -38.2% |
| 1Y | -40.4% | -6.8% | -33.6% | -38.3% |
| 3Y | -25.4% | +40.9% | -66.3% | -40.3% |
| 5Y | -64.8% | +27.5% | -92.3% | -71.0% |
| All | -40.7% | +385.7% | -426.4% | -74.5% |
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 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