-4.4%
MCO vs AS
-22.5%
+18.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.4% | -2.1% |
| 7D | -2.7% | -2.6% | -0.1% | -2.4% |
| 30D | +0.9% | -22.1% | +23.1% | +4.1% |
| 3M | +8.7% | -15.3% | +24.0% | +11.0% |
| 6M | +2.4% | -15.6% | +18.0% | +4.3% |
| YTD | -5.2% | -23.2% | +18.0% | -2.8% |
| 1Y | -4.4% | -21.7% | +17.3% | -4.5% |
| All | -4.4% | -22.5% | +18.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling