+451.1%
AG vs MCO
+788.5%
-337.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.5% |
| 7D | -0.1% | -3.1% | +3.1% | +0.9% |
| 30D | +12.5% | -0.5% | +13.0% | +12.5% |
| 3M | +28.2% | +5.7% | +22.5% | +25.5% |
| 6M | -18.8% | +3.0% | -21.9% | -20.1% |
| YTD | +27.4% | -6.5% | +33.9% | +28.8% |
| 1Y | +132.2% | -5.8% | +137.9% | +133.8% |
| 3Y | +286.9% | +43.1% | +243.7% | +236.7% |
| 5Y | +72.8% | +29.5% | +43.3% | +53.5% |
| 10Y | +74.6% | +388.8% | -314.2% | -1.4% |
| All | +451.1% | +788.5% | -337.4% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling