+34.9%
CMS vs MCO
+36.8%
-1.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.3% |
| 7D | -1.3% | -1.7% | +0.4% | -0.9% |
| 30D | +5.3% | +9.1% | -3.9% | +3.4% |
| 3M | -0.3% | +6.2% | -6.6% | -1.6% |
| 6M | -4.0% | +12.6% | -16.7% | -6.6% |
| YTD | +2.1% | -0.2% | +2.3% | +1.6% |
| 1Y | -4.7% | +4.1% | -8.8% | -6.3% |
| 3Y | +36.8% | +50.6% | -13.8% | +20.1% |
| 5Y | +34.9% | +36.2% | -1.4% | +12.8% |
| All | +34.9% | +36.8% | -1.9% | +12.8% |
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