+711.4%
MCO vs AR
-28.5%
+739.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -1.7% | +6.4% | -8.1% | -2.3% |
| 30D | +9.1% | +3.1% | +6.0% | +8.7% |
| 3M | +6.2% | +3.3% | +3.0% | +5.7% |
| 6M | +12.6% | +6.6% | +6.1% | +11.6% |
| YTD | -0.2% | +12.3% | -12.5% | -2.0% |
| 1Y | +4.1% | +12.3% | -8.2% | +2.1% |
| 3Y | +50.6% | +50.4% | +0.2% | +42.2% |
| 5Y | +36.2% | +101.0% | -64.8% | +23.5% |
| 10Y | +453.9% | +57.5% | +396.4% | +353.9% |
| All | +711.4% | -28.5% | +739.9% | +617.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling