+9.3%
MCO vs FN
-25.7%
+35.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.0% | +10.9% | +4.5% |
| 7D | +10.7% | -7.0% | +17.7% | +10.3% |
| 30D | +17.9% | -24.7% | +42.6% | +16.3% |
| 3M | +9.5% | -35.7% | +45.1% | +7.3% |
| 6M | +18.1% | -52.4% | +70.5% | +15.4% |
| YTD | +4.1% | -25.0% | +29.1% | +0.7% |
| 1Y | +9.3% | -25.7% | +35.0% | +5.8% |
| All | +9.3% | -25.7% | +35.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling