+7,291.9%
MCO vs AJG
+7,364.1%
-72.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.2% |
| 7D | -3.8% | -8.3% | +4.5% | +0.1% |
| 30D | -0.4% | -5.7% | +5.3% | +2.2% |
| 3M | +7.7% | +9.1% | -1.4% | +3.0% |
| 6M | +7.0% | +15.2% | -8.2% | -0.5% |
| YTD | -6.4% | -6.3% | -0.1% | -4.7% |
| 1Y | -7.6% | -19.1% | +11.5% | +0.1% |
| 3Y | +43.2% | +8.2% | +35.0% | +34.1% |
| 5Y | +29.6% | +75.6% | -46.1% | -2.8% |
| 10Y | +389.2% | +471.1% | -81.9% | +128.7% |
| All | +7,291.9% | +7,364.1% | -72.2% | +1,714.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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