+40.9%
MCO vs BROS
+57.4%
-16.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.1% |
| 7D | -7.3% | -6.1% | -1.3% | -6.5% |
| 30D | -1.7% | -12.4% | +10.7% | 0.0% |
| 3M | +3.9% | -27.9% | +31.9% | +8.0% |
| 6M | +3.8% | -16.8% | +20.6% | +5.2% |
| YTD | -7.9% | -29.0% | +21.1% | -4.9% |
| 1Y | -6.8% | -33.2% | +26.4% | -3.3% |
| All | +40.9% | +57.4% | -16.5% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling