+19.9%
MCO vs AHR
+356.1%
-336.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -3.8% | -2.1% | -1.7% | -3.4% |
| 30D | -0.4% | +1.9% | -2.3% | -0.8% |
| 3M | +7.7% | +15.7% | -7.9% | +4.5% |
| 6M | +7.0% | +2.5% | +4.5% | +6.3% |
| YTD | -6.4% | +15.0% | -21.4% | -10.1% |
| 1Y | -7.6% | +28.1% | -35.7% | -14.4% |
| All | +19.9% | +356.1% | -336.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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