+746.9%
CMS vs MCO
+7,930.1%
-7,183.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +6.2% | +9.8% | -3.6% | +3.9% |
| 3M | +0.6% | +4.3% | -3.6% | -0.5% |
| 6M | -1.8% | +16.5% | -18.2% | -5.4% |
| YTD | +3.8% | +0.1% | +3.7% | +2.8% |
| 1Y | -1.8% | +4.4% | -6.2% | -3.7% |
| 3Y | +39.8% | +51.6% | -11.8% | +24.6% |
| 5Y | +37.1% | +36.7% | +0.4% | +23.2% |
| 10Y | +138.6% | +455.7% | -317.1% | +54.9% |
| All | +746.9% | +7,930.1% | -7,183.2% | +217.8% |
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 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