+348.4%
FIS vs MCO
+3,534.1%
-3,185.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -4.9% |
| 7D | -3.5% | -2.7% | -0.7% | -2.3% |
| 30D | -7.8% | +0.9% | -8.8% | -8.2% |
| 3M | +0.8% | +8.7% | -7.8% | -2.5% |
| 6M | -21.9% | +2.4% | -24.3% | -22.6% |
| YTD | -39.5% | -5.2% | -34.3% | -38.2% |
| 1Y | -41.0% | -4.4% | -36.6% | -40.0% |
| 3Y | -23.6% | +45.1% | -68.7% | -35.0% |
| 5Y | -65.6% | +31.5% | -97.1% | -70.0% |
| 10Y | -40.2% | +380.7% | -420.9% | -67.9% |
| All | +348.4% | +3,534.1% | -3,185.7% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling