+4.6%
MCO vs BIYA
-99.8%
+104.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.4% |
| 7D | -3.1% | +2.7% | -5.9% | -3.2% |
| 30D | -0.5% | -16.7% | +16.1% | -0.4% |
| 3M | +5.7% | -74.6% | +80.3% | +5.6% |
| 6M | +3.0% | -85.4% | +88.4% | +2.9% |
| YTD | -6.5% | -94.2% | +87.7% | -5.7% |
| 1Y | -5.8% | -98.6% | +92.8% | -2.9% |
| All | +4.6% | -99.8% | +104.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 all: compounded portfolio wealth divided by compounded BIYA 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…
all analysis · Full analysis span regression · 6 months rolling