+593.1%
MA vs MCO
+453.0%
+140.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +1.3% | +0.5% | +0.8% | +1.0% |
| 30D | +9.6% | +9.8% | -0.2% | +3.4% |
| 3M | +16.8% | +4.3% | +12.5% | +13.5% |
| 6M | +35.2% | +16.5% | +18.7% | +22.2% |
| YTD | +16.6% | +0.1% | +16.4% | +14.3% |
| 1Y | +19.8% | +4.4% | +15.3% | +14.3% |
| 3Y | +70.7% | +51.6% | +19.1% | +24.2% |
| 5Y | +87.4% | +36.7% | +50.7% | +42.9% |
| All | +593.1% | +453.0% | +140.1% | +114.7% |
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