+372.6%
MCO vs BAH
+207.1%
+165.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -3.0% |
| 7D | -7.3% | +2.4% | -9.8% | -8.1% |
| 30D | -1.7% | -2.9% | +1.2% | -0.9% |
| 3M | +3.9% | -1.3% | +5.3% | +3.7% |
| 6M | +3.8% | -0.9% | +4.7% | +2.9% |
| YTD | -7.9% | -8.2% | +0.3% | -7.1% |
| 1Y | -6.8% | -24.0% | +17.1% | -0.9% |
| 3Y | +40.9% | -28.1% | +69.0% | +43.2% |
| 5Y | +27.5% | +2.5% | +25.0% | +7.6% |
| All | +372.6% | +207.1% | +165.5% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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