-53.1%
FISV vs MCO
+28.6%
-81.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.5% |
| 7D | -2.7% | -3.8% | +1.1% | -0.6% |
| 30D | 0.0% | -0.4% | +0.4% | +0.3% |
| 3M | -2.8% | +7.7% | -10.5% | -6.5% |
| 6M | -11.8% | +7.0% | -18.8% | -14.9% |
| YTD | -23.2% | -6.4% | -16.8% | -20.8% |
| 1Y | -62.0% | -7.6% | -54.3% | -60.1% |
| 3Y | -57.6% | +43.2% | -100.8% | -64.6% |
| All | -53.1% | +28.6% | -81.8% | -62.7% |
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