+15,819.0%
MA vs MCO
+1,087.6%
+14,731.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +1.3% | +0.5% | +0.8% | +1.0% |
| 30D | +9.6% | +9.8% | -0.2% | +4.6% |
| 3M | +16.8% | +4.3% | +12.5% | +14.2% |
| 6M | +35.2% | +16.5% | +18.7% | +24.8% |
| YTD | +16.6% | +0.1% | +16.4% | +14.9% |
| 1Y | +19.8% | +4.4% | +15.3% | +15.6% |
| 3Y | +70.7% | +51.6% | +19.1% | +34.8% |
| 5Y | +87.4% | +36.7% | +50.7% | +53.6% |
| 10Y | +570.0% | +455.7% | +114.4% | +183.4% |
| All | +15,819.0% | +1,087.6% | +14,731.5% | +3,735.6% |
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