+202.0%
GS vs MCO
+54.0%
+148.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.1% |
| 7D | +0.8% | +1.0% | -0.2% | +0.4% |
| 30D | +1.2% | +10.1% | -8.9% | -3.7% |
| 3M | -12.4% | +7.2% | -19.6% | -15.7% |
| 6M | -2.3% | +13.8% | -16.1% | -9.8% |
| YTD | +4.6% | +0.7% | +3.9% | +3.3% |
| 1Y | +17.5% | +5.6% | +11.9% | +12.1% |
| 3Y | +202.0% | +54.1% | +148.0% | +118.1% |
| All | +202.0% | +54.0% | +148.0% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling