+30.7%
MCO vs FFIV
+101.9%
-71.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.3% |
| 7D | -3.8% | +5.4% | -9.2% | -5.8% |
| 30D | -0.4% | -2.7% | +2.3% | +0.4% |
| 3M | +7.7% | +4.5% | +3.2% | +4.7% |
| 6M | +7.0% | +42.2% | -35.2% | -9.8% |
| YTD | -6.4% | +61.3% | -67.7% | -26.0% |
| 1Y | -7.6% | +23.0% | -30.7% | -17.9% |
| 3Y | +43.2% | +156.3% | -113.0% | -13.6% |
| All | +30.7% | +101.9% | -71.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling