+117.7%
CMS vs MCO
+385.7%
-268.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.3% | -7.3% | +6.0% | +0.7% |
| 30D | -2.8% | -1.7% | -1.1% | -2.4% |
| 3M | -7.1% | +3.9% | -11.0% | -8.4% |
| 6M | -10.0% | +3.8% | -13.9% | -11.5% |
| YTD | -0.9% | -7.9% | +7.0% | +0.3% |
| 1Y | -2.0% | -6.8% | +4.8% | -1.4% |
| 3Y | +33.0% | +40.9% | -7.9% | +15.9% |
| 5Y | +24.3% | +27.5% | -3.2% | +9.2% |
| All | +117.7% | +385.7% | -268.0% | +36.7% |
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