+54.3%
MCO vs FGI
-69.8%
+124.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | -2.7% | +5.2% | -7.9% | -2.8% |
| 30D | +0.9% | +65.2% | -64.3% | -0.3% |
| 3M | +8.7% | +30.2% | -21.5% | +7.5% |
| 6M | +2.4% | +87.8% | -85.4% | +0.2% |
| YTD | -5.2% | +32.5% | -37.6% | -6.8% |
| 1Y | -4.4% | +93.6% | -98.0% | -7.3% |
| 3Y | +45.1% | -2.6% | +47.7% | +41.8% |
| All | +54.3% | -69.8% | +124.1% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling