-25.7%
GIS vs MCO
+28.6%
-54.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -6.4% | -3.8% | -2.6% | -5.9% |
| 30D | -6.1% | -0.4% | -5.7% | -6.0% |
| 3M | +7.8% | +7.7% | +0.1% | +7.0% |
| 6M | -8.8% | +7.0% | -15.8% | -9.5% |
| YTD | -19.1% | -6.4% | -12.7% | -18.7% |
| 1Y | -24.8% | -7.6% | -17.1% | -24.3% |
| 3Y | -37.6% | +43.2% | -80.8% | -40.2% |
| All | -25.7% | +28.6% | -54.3% | -29.2% |
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