+1,247.8%
MCO vs AMBA
+799.6%
+448.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +1.4% | -2.6% | +4.0% | +1.7% |
| 30D | +10.0% | -10.5% | +20.5% | +11.5% |
| 3M | +7.0% | -26.4% | +33.5% | +11.3% |
| 6M | +13.7% | -20.9% | +34.6% | +13.4% |
| YTD | +0.6% | -14.8% | +15.4% | -1.7% |
| 1Y | +6.2% | -36.1% | +42.3% | +8.2% |
| 3Y | +51.9% | +20.2% | +31.6% | +32.0% |
| 5Y | +37.5% | -67.2% | +104.7% | +38.7% |
| 10Y | +459.4% | +5.0% | +454.4% | +328.4% |
| All | +1,247.8% | +799.6% | +448.3% | +635.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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