+49.1%
MCO vs AUR
-35.7%
+84.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -3.8% | +1.4% | -5.2% | -3.9% |
| 30D | -0.4% | -6.4% | +6.0% | 0.0% |
| 3M | +7.7% | +7.7% | 0.0% | +6.5% |
| 6M | +7.0% | +44.5% | -37.5% | +2.0% |
| YTD | -6.4% | +67.4% | -73.9% | -12.3% |
| 1Y | -7.6% | +15.4% | -23.1% | -10.7% |
| 3Y | +43.2% | +94.8% | -51.6% | +22.4% |
| 5Y | +29.6% | -35.1% | +64.7% | +10.5% |
| All | +49.1% | -35.7% | +84.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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