+9.3%
MCO vs FFIV
+33.5%
-24.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +10.7% | -9.8% | +20.5% | +11.5% |
| 30D | +17.9% | -28.1% | +46.0% | +20.6% |
| 3M | +9.5% | -20.0% | +29.5% | +10.2% |
| 6M | +18.1% | -0.1% | +18.1% | +11.0% |
| YTD | +4.1% | +29.2% | -25.1% | -10.5% |
| 1Y | +9.3% | +36.6% | -27.3% | -7.6% |
| All | +9.3% | +33.5% | -24.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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