-9.7%
IR vs MCO
-7.2%
-2.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | -3.1% | -7.3% | +4.3% | -1.9% |
| 30D | -14.0% | -1.7% | -12.3% | -13.7% |
| 3M | +3.7% | +3.9% | -0.2% | +3.7% |
| 6M | -15.4% | +3.8% | -19.2% | -15.6% |
| YTD | -7.7% | -7.9% | +0.2% | -7.6% |
| All | -9.7% | -7.2% | -2.5% | -12.5% |
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