+650.5%
GS vs MCO
+377.3%
+273.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | +0.1% |
| 7D | +2.4% | -3.1% | +5.6% | +4.3% |
| 30D | -0.1% | -0.5% | +0.5% | +0.1% |
| 3M | +0.2% | +5.7% | -5.5% | -3.9% |
| 6M | +24.8% | +3.0% | +21.8% | +21.1% |
| YTD | +18.8% | -6.5% | +25.2% | +21.0% |
| 1Y | +37.3% | -5.8% | +43.1% | +38.5% |
| 3Y | +237.9% | +43.1% | +194.8% | +164.4% |
| 5Y | +187.0% | +29.5% | +157.6% | +132.0% |
| 10Y | +650.5% | +388.8% | +261.7% | +186.2% |
| All | +650.5% | +377.3% | +273.2% | +186.2% |
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 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