-0.4%
MCO vs FE
+11.4%
-11.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.1% |
| 7D | -4.2% | +1.9% | -6.1% | -4.3% |
| 30D | +2.2% | -1.2% | +3.4% | +2.2% |
| 3M | +10.1% | +3.5% | +6.6% | +10.2% |
| 6M | +5.3% | -6.1% | +11.3% | +4.3% |
| YTD | -2.7% | +7.6% | -10.4% | -3.1% |
| 1Y | -0.4% | +11.9% | -12.3% | -1.4% |
| All | -0.4% | +11.4% | -11.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling