-3.4%
CMS vs MCO
-5.7%
+2.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | -1.9% | -3.8% | +1.9% | -1.9% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | -7.1% | +7.7% | -14.8% | -6.8% |
| 6M | -10.1% | +7.0% | -17.0% | -9.9% |
| YTD | -1.7% | -6.4% | +4.7% | -1.8% |
| 1Y | -3.4% | -7.6% | +4.3% | -3.7% |
| All | -3.4% | -5.7% | +2.3% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling