+86.4%
F vs MCO
+393.6%
-307.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | -4.4% | -3.8% | -0.7% | -2.5% |
| 30D | +1.0% | -0.4% | +1.4% | +1.1% |
| 3M | -4.0% | +7.7% | -11.7% | -8.4% |
| 6M | +18.1% | +7.0% | +11.1% | +12.3% |
| YTD | +10.2% | -6.4% | +16.6% | +11.7% |
| 1Y | +24.3% | -7.6% | +32.0% | +26.5% |
| 3Y | +38.1% | +43.2% | -5.2% | +7.0% |
| 5Y | +50.2% | +29.6% | +20.7% | +20.3% |
| All | +86.4% | +393.6% | -307.2% | -18.5% |
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 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