+457.8%
MCO vs FN
+700.1%
-242.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.4% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | +9.8% | -16.5% | +26.4% | +11.6% |
| 3M | +4.3% | -42.1% | +46.4% | +11.0% |
| 6M | +16.5% | -52.9% | +69.3% | +26.2% |
| YTD | +0.1% | -28.0% | +28.1% | -2.8% |
| 1Y | +4.4% | -18.5% | +23.0% | -1.8% |
| 3Y | +51.6% | +93.9% | -42.3% | +7.4% |
| 5Y | +36.7% | +170.5% | -133.8% | -14.9% |
| All | +457.8% | +700.1% | -242.4% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling