+372.6%
MCO vs FFIV
+238.2%
+134.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | -7.3% | +1.6% | -8.9% | -8.0% |
| 30D | -1.7% | -3.7% | +2.0% | -0.5% |
| 3M | +3.9% | +2.0% | +1.9% | +2.0% |
| 6M | +3.8% | +39.3% | -35.4% | -11.8% |
| YTD | -7.9% | +56.1% | -64.0% | -26.0% |
| 1Y | -6.8% | +22.0% | -28.8% | -17.2% |
| 3Y | +40.9% | +148.2% | -107.3% | -11.3% |
| 5Y | +27.5% | +96.3% | -68.8% | -13.1% |
| All | +372.6% | +238.2% | +134.4% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling