+27.5%
MCO vs AR
+141.3%
-113.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -7.3% | -1.3% | -6.0% | -7.2% |
| 30D | -1.7% | +3.5% | -5.2% | -2.1% |
| 3M | +3.9% | +9.9% | -6.0% | +2.5% |
| 6M | +3.8% | +4.5% | -0.7% | +2.7% |
| YTD | -7.9% | +13.7% | -21.6% | -10.1% |
| 1Y | -6.8% | +19.2% | -26.1% | -10.0% |
| 3Y | +40.9% | +46.2% | -5.2% | +30.5% |
| 5Y | +27.5% | +145.9% | -118.4% | +12.7% |
| All | +27.5% | +141.3% | -113.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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