+52.1%
MCO vs FGI
-69.1%
+121.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.4% |
| 7D | -3.1% | +14.7% | -17.8% | -3.3% |
| 30D | -0.5% | +67.0% | -67.5% | -1.7% |
| 3M | +5.7% | +31.0% | -25.3% | +4.6% |
| 6M | +3.0% | +126.8% | -123.8% | +0.5% |
| YTD | -6.5% | +35.6% | -42.1% | -8.1% |
| 1Y | -5.8% | +108.9% | -114.7% | -8.8% |
| 3Y | +43.1% | -0.3% | +43.4% | +39.8% |
| All | +52.1% | -69.1% | +121.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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