+30.7%
MCO vs AGI
+400.3%
-369.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -3.8% | -2.7% | -1.0% | -3.5% |
| 30D | -0.4% | +7.2% | -7.6% | -1.1% |
| 3M | +7.7% | +4.3% | +3.5% | +7.1% |
| 6M | +7.0% | -27.1% | +34.1% | +9.6% |
| YTD | -6.4% | -6.6% | +0.2% | -7.1% |
| 1Y | -7.6% | +9.5% | -17.2% | -10.7% |
| 3Y | +43.2% | +208.4% | -165.2% | +14.8% |
| All | +30.7% | +400.3% | -369.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling