+40.9%
MCO vs FFIV
+147.5%
-106.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -7.3% | +1.6% | -8.9% | -7.8% |
| 30D | -1.7% | -3.7% | +2.0% | -0.8% |
| 3M | +3.9% | +2.0% | +1.9% | +2.4% |
| 6M | +3.8% | +39.3% | -35.4% | -9.1% |
| YTD | -7.9% | +56.1% | -64.0% | -23.1% |
| 1Y | -6.8% | +22.0% | -28.8% | -15.0% |
| All | +40.9% | +147.5% | -106.5% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling