+27.5%
MCO vs BAH
+1.2%
+26.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -2.4% |
| 7D | -7.3% | +2.4% | -9.8% | -7.8% |
| 30D | -1.7% | -2.9% | +1.2% | -1.2% |
| 3M | +3.9% | -1.3% | +5.3% | +3.7% |
| 6M | +3.8% | -0.9% | +4.7% | +3.3% |
| YTD | -7.9% | -8.2% | +0.3% | -7.4% |
| 1Y | -6.8% | -24.0% | +17.1% | -3.7% |
| 3Y | +40.9% | -28.1% | +69.0% | +40.7% |
| 5Y | +27.5% | +2.5% | +25.0% | +14.5% |
| All | +27.5% | +1.2% | +26.3% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling