+75.3%
MCO vs CRBG
+117.3%
-42.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -3.8% | +0.6% | -4.3% | -3.9% |
| 30D | -0.4% | +2.6% | -3.0% | -1.3% |
| 3M | +7.7% | +24.0% | -16.3% | +0.6% |
| 6M | +7.0% | +50.5% | -43.5% | -6.5% |
| YTD | -6.4% | +17.1% | -23.5% | -11.8% |
| 1Y | -7.6% | +5.9% | -13.5% | -10.5% |
| 3Y | +43.2% | +122.7% | -79.5% | +6.9% |
| All | +75.3% | +117.3% | -42.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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