+1,259.0%
MCO vs AMBA
+831.3%
+427.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.3% |
| 7D | -2.5% | +2.6% | -5.1% | -3.0% |
| 30D | +9.4% | -3.6% | +13.0% | +9.7% |
| 3M | +8.3% | -24.6% | +32.9% | +12.2% |
| 6M | +15.4% | -21.6% | +37.0% | +15.4% |
| YTD | +1.5% | -11.8% | +13.3% | -1.4% |
| 1Y | +5.4% | -33.2% | +38.5% | +6.6% |
| 3Y | +53.1% | +24.5% | +28.6% | +32.4% |
| 5Y | +39.4% | -67.7% | +107.1% | +41.0% |
| 10Y | +463.0% | +4.7% | +458.3% | +330.9% |
| All | +1,259.0% | +831.3% | +427.7% | +638.0% |
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