+380.3%
MCO vs AU
+699.0%
-318.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -3.8% | -4.3% | +0.5% | -3.4% |
| 30D | -0.4% | +7.3% | -7.7% | -1.1% |
| 3M | +7.7% | +26.3% | -18.6% | +5.4% |
| 6M | +7.0% | +1.8% | +5.2% | +6.1% |
| YTD | -6.4% | +26.8% | -33.2% | -9.5% |
| 1Y | -7.6% | +66.7% | -74.3% | -13.3% |
| 3Y | +43.2% | +579.1% | -535.8% | +14.4% |
| 5Y | +29.6% | +689.3% | -659.8% | +0.3% |
| All | +380.3% | +699.0% | -318.7% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling