-9.1%
MCO vs FFIV
+22.0%
-31.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -7.3% | +1.6% | -8.9% | -7.5% |
| 30D | -1.7% | -3.7% | +2.0% | -1.2% |
| 3M | +3.9% | +2.0% | +1.9% | +2.8% |
| 6M | +3.8% | +39.3% | -35.4% | -4.6% |
| YTD | -7.9% | +56.1% | -64.0% | -17.7% |
| All | -9.1% | +22.0% | -31.1% | -16.6% |
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