+60.0%
MCO vs BBAI
-71.3%
+131.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +1.6% |
| 7D | -3.8% | -1.7% | -2.1% | -3.7% |
| 30D | -0.4% | -12.0% | +11.6% | -0.2% |
| 3M | +7.7% | -30.7% | +38.4% | +8.2% |
| 6M | +7.0% | -30.7% | +37.7% | +7.4% |
| YTD | -6.4% | -46.9% | +40.4% | -5.8% |
| 1Y | -7.6% | -41.1% | +33.4% | -7.4% |
| 3Y | +43.2% | +65.9% | -22.7% | +40.5% |
| 5Y | +29.6% | -70.9% | +100.4% | +26.0% |
| All | +60.0% | -71.3% | +131.3% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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