+372.6%
MCO vs FDS
+66.9%
+305.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | +2.0% |
| 7D | -7.3% | -16.0% | +8.7% | +2.8% |
| 30D | -1.7% | -6.7% | +5.0% | +2.1% |
| 3M | +3.9% | +6.0% | -2.0% | -1.7% |
| 6M | +3.8% | +25.1% | -21.3% | -13.3% |
| YTD | -7.9% | -8.1% | +0.2% | -6.7% |
| 1Y | -6.8% | -26.0% | +19.2% | +8.0% |
| 3Y | +40.9% | -36.4% | +77.4% | +78.3% |
| 5Y | +27.5% | -27.7% | +55.2% | +45.5% |
| All | +372.6% | +66.9% | +305.7% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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