+52.4%
GEV vs MCO
+9.9%
+42.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.9% | -14.2% | -7.6% |
| 7D | -5.1% | +10.7% | -15.8% | -1.9% |
| 30D | -15.8% | +17.9% | -33.7% | -11.3% |
| 3M | -18.2% | +9.5% | -27.7% | -15.4% |
| 6M | -22.4% | +18.1% | -40.4% | -18.0% |
| YTD | +27.7% | +4.1% | +23.6% | +29.1% |
| 1Y | +52.4% | +9.3% | +43.0% | +62.4% |
| All | +52.4% | +9.9% | +42.5% | +62.4% |
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