+7,173.7%
MCO vs CRS
+6,400.8%
+773.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -7.3% | -4.1% | -3.2% | -6.4% |
| 30D | -1.7% | -16.6% | +14.9% | +2.7% |
| 3M | +3.9% | -14.3% | +18.2% | +7.0% |
| 6M | +3.8% | +11.6% | -7.8% | -1.0% |
| YTD | -7.9% | +42.6% | -50.5% | -18.3% |
| 1Y | -6.8% | +81.8% | -88.7% | -23.4% |
| 3Y | +40.9% | +632.1% | -591.1% | -23.3% |
| 5Y | +27.5% | +1,401.6% | -1,374.1% | -45.5% |
| 10Y | +381.4% | +1,379.0% | -997.6% | +77.0% |
| All | +7,173.7% | +6,400.8% | +773.0% | +1,748.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling