-64.8%
FIS vs MCO
+26.7%
-91.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.0% |
| 7D | -8.9% | -7.3% | -1.6% | -5.0% |
| 30D | -9.9% | -1.7% | -8.2% | -9.1% |
| 3M | 0.0% | +3.9% | -3.9% | -2.1% |
| 6M | -22.9% | +3.8% | -26.7% | -24.4% |
| YTD | -40.9% | -7.9% | -33.0% | -38.4% |
| 1Y | -40.4% | -6.8% | -33.6% | -38.4% |
| 3Y | -25.4% | +40.9% | -66.3% | -39.3% |
| 5Y | -64.8% | +27.5% | -92.3% | -73.1% |
| All | -64.8% | +26.7% | -91.5% | -73.1% |
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