+61.6%
AG vs MCO
+393.6%
-332.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.6% | -3.5% |
| 7D | -6.7% | -3.8% | -3.0% | -5.4% |
| 30D | +2.2% | -0.4% | +2.6% | +2.2% |
| 3M | +15.7% | +7.7% | +8.0% | +12.3% |
| 6M | -23.8% | +7.0% | -30.8% | -26.1% |
| YTD | +17.6% | -6.4% | +24.0% | +19.0% |
| 1Y | +88.6% | -7.6% | +96.3% | +91.3% |
| 3Y | +253.4% | +43.2% | +210.2% | +201.7% |
| 5Y | +62.4% | +29.6% | +32.9% | +39.8% |
| All | +61.6% | +393.6% | -332.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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