-4.4%
MCO vs FN
+12.3%
-16.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.4% |
| 7D | -2.7% | +3.5% | -6.3% | -2.5% |
| 30D | +0.9% | -26.0% | +26.9% | -0.6% |
| 3M | +8.7% | -33.3% | +41.9% | +7.0% |
| 6M | +2.4% | -14.9% | +17.4% | +0.3% |
| YTD | -5.2% | -8.6% | +3.4% | -6.9% |
| All | -4.4% | +12.3% | -16.7% | -2.3% |
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