+27.5%
MCO vs FDS
-28.1%
+55.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | +1.5% |
| 7D | -7.3% | -16.0% | +8.7% | +1.3% |
| 30D | -1.7% | -6.7% | +5.0% | +1.6% |
| 3M | +3.9% | +6.0% | -2.0% | -0.7% |
| 6M | +3.8% | +25.1% | -21.3% | -11.0% |
| YTD | -7.9% | -8.1% | +0.2% | -5.8% |
| 1Y | -6.8% | -26.0% | +19.2% | +8.5% |
| 3Y | +40.9% | -36.4% | +77.4% | +77.9% |
| 5Y | +27.5% | -27.7% | +55.2% | +61.2% |
| All | +27.5% | -28.1% | +55.6% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling