+13,824.1%
MA vs MCO
+1,053.3%
+12,770.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | -2.7% | -4.2% | +1.5% | -0.7% |
| 30D | +1.5% | +2.2% | -0.7% | +0.3% |
| 3M | +20.4% | +10.1% | +10.3% | +14.5% |
| 6M | +11.1% | +5.3% | +5.9% | +7.8% |
| YTD | +2.0% | -2.7% | +4.7% | +2.1% |
| 1Y | -2.2% | -0.4% | -1.8% | -3.4% |
| 3Y | +41.9% | +49.0% | -7.1% | +13.0% |
| 5Y | +75.4% | +33.6% | +41.7% | +45.2% |
| 10Y | +527.5% | +395.3% | +132.2% | +179.6% |
| All | +13,824.1% | +1,053.3% | +12,770.8% | +3,307.6% |
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