+23.6%
CMS vs MCO
+29.3%
-5.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +0.2% | -3.1% | +3.3% | +0.8% |
| 30D | -1.3% | -0.5% | -0.8% | -1.3% |
| 3M | -5.4% | +5.7% | -11.1% | -6.6% |
| 6M | -10.3% | +3.0% | -13.4% | -11.2% |
| YTD | -0.2% | -6.5% | +6.3% | +0.6% |
| 1Y | -0.9% | -5.8% | +4.9% | -0.4% |
| 3Y | +34.0% | +43.1% | -9.2% | +19.0% |
| 5Y | +23.6% | +29.5% | -5.9% | +4.5% |
| All | +23.6% | +29.3% | -5.7% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling