-7.6%
MCO vs FIGR
-3.1%
-4.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +1.8% |
| 7D | -3.8% | -3.0% | -0.7% | -3.7% |
| 30D | -0.4% | +13.7% | -14.1% | -0.9% |
| 3M | +7.7% | +23.9% | -16.1% | +6.7% |
| 6M | +7.0% | -8.4% | +15.4% | +6.4% |
| YTD | -6.4% | -14.6% | +8.2% | -5.4% |
| 1Y | -7.6% | +12.1% | -19.7% | -2.7% |
| All | -7.6% | -3.1% | -4.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 all: compounded portfolio wealth divided by compounded FIGR 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…
all analysis · Full analysis span regression · 6 months rolling