-5.4%
MCO vs ACWI
+20.1%
-25.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.5% | -0.6% | +0.1% | -0.3% |
| 3M | +5.7% | +4.3% | +1.4% | +4.0% |
| 6M | +3.0% | +12.7% | -9.7% | -3.0% |
| YTD | -6.5% | +13.9% | -20.4% | -11.9% |
| All | -5.4% | +20.1% | -25.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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