+372.6%
MCO vs ALLY
+190.4%
+182.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -7.3% | -3.3% | -4.1% | -6.2% |
| 30D | -1.7% | -4.1% | +2.3% | -0.3% |
| 3M | +3.9% | +1.4% | +2.5% | +3.2% |
| 6M | +3.8% | +14.4% | -10.6% | -1.5% |
| YTD | -7.9% | -4.9% | -3.0% | -7.0% |
| 1Y | -6.8% | +5.5% | -12.4% | -9.8% |
| 3Y | +40.9% | +66.0% | -25.1% | +12.1% |
| 5Y | +27.5% | -2.4% | +29.8% | +17.1% |
| All | +372.6% | +190.4% | +182.2% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling