+2,064.0%
GS vs MCO
+4,420.4%
-2,356.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.2% |
| 7D | +0.9% | -4.2% | +5.1% | +3.1% |
| 30D | -1.6% | +2.2% | -3.8% | -2.8% |
| 3M | -4.5% | +10.1% | -14.6% | -9.8% |
| 6M | +20.9% | +5.3% | +15.6% | +16.5% |
| YTD | +19.9% | -2.7% | +22.6% | +19.4% |
| 1Y | +41.4% | -0.4% | +41.8% | +38.6% |
| 3Y | +239.2% | +49.0% | +190.1% | +170.1% |
| 5Y | +185.0% | +33.6% | +151.4% | +134.6% |
| 10Y | +655.0% | +395.3% | +259.6% | +213.9% |
| All | +2,064.0% | +4,420.4% | -2,356.4% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling