-7.6%
MCO vs FTV
+14.7%
-22.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -3.8% | -4.0% | +0.2% | -2.9% |
| 30D | -0.4% | -11.0% | +10.6% | +2.2% |
| 3M | +7.7% | -8.4% | +16.1% | +9.8% |
| 6M | +7.0% | -2.6% | +9.5% | +7.7% |
| YTD | -6.4% | -0.6% | -5.8% | -5.5% |
| 1Y | -7.6% | +11.0% | -18.6% | -7.2% |
| All | -7.6% | +14.7% | -22.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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