+5.3%
MCO vs FGI
+60.7%
-55.5%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.7% | -2.2% |
| 7D | -4.2% | +0.5% | -4.7% | -4.2% |
| 30D | +2.2% | +65.4% | -63.2% | +1.4% |
| 3M | +10.1% | +23.5% | -13.4% | +9.1% |
| 6M | +5.3% | +60.5% | -55.3% | +3.4% |
| All | +5.3% | +60.7% | -55.5% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling