+380.3%
MCO vs CRS
+1,392.1%
-1,011.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.9% |
| 7D | -3.8% | -6.8% | +3.0% | -2.4% |
| 30D | -0.4% | -16.1% | +15.7% | +3.0% |
| 3M | +7.7% | -21.2% | +28.9% | +12.3% |
| 6M | +7.0% | +8.7% | -1.7% | +3.5% |
| YTD | -6.4% | +41.0% | -47.4% | -15.0% |
| 1Y | -7.6% | +82.7% | -90.3% | -21.6% |
| 3Y | +43.2% | +604.8% | -561.6% | -13.8% |
| 5Y | +29.6% | +1,384.7% | -1,355.1% | -36.8% |
| All | +380.3% | +1,392.1% | -1,011.8% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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