-5.2%
MCO vs AZO
-31.6%
+26.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.2% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -1.4% | -2.0% | +0.5% | -1.2% |
| 3M | +6.9% | -4.8% | +11.8% | +7.3% |
| 6M | +11.6% | -16.8% | +28.4% | +13.2% |
| YTD | -5.8% | -12.6% | +6.7% | -4.9% |
| All | -5.2% | -31.6% | +26.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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