+31.7%
MCO vs FRSH
-72.6%
+104.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -7.3% | -11.2% | +3.8% | -5.1% |
| 30D | -1.7% | -0.8% | -0.9% | -1.7% |
| 3M | +3.9% | +26.4% | -22.5% | -1.1% |
| 6M | +3.8% | +48.4% | -44.6% | -4.6% |
| YTD | -7.9% | -3.1% | -4.8% | -8.8% |
| 1Y | -6.8% | -8.7% | +1.8% | -6.9% |
| 3Y | +40.9% | -45.8% | +86.7% | +50.4% |
| All | +31.7% | -72.6% | +104.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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