+2,313.1%
MCO vs AGI
+5,269.5%
-2,956.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.3% |
| 7D | -7.3% | -5.3% | -2.1% | -7.1% |
| 30D | -1.7% | +6.8% | -8.5% | -2.1% |
| 3M | +3.9% | +8.3% | -4.4% | +3.3% |
| 6M | +3.8% | -29.2% | +33.0% | +5.3% |
| YTD | -7.9% | -7.3% | -0.6% | -8.1% |
| 1Y | -6.8% | +8.0% | -14.9% | -8.0% |
| 3Y | +40.9% | +206.6% | -165.6% | +30.9% |
| 5Y | +27.5% | +398.1% | -370.7% | +15.0% |
| 10Y | +381.4% | +384.0% | -2.6% | +323.9% |
| All | +2,313.1% | +5,269.5% | -2,956.5% | +1,703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling