+373.5%
MCO vs ELF
+303.8%
+69.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -3.8% | -11.6% | +7.9% | -2.2% |
| 30D | -0.4% | +4.6% | -5.0% | -1.1% |
| 3M | +7.7% | +59.7% | -52.0% | +0.8% |
| 6M | +7.0% | +21.2% | -14.2% | +3.3% |
| YTD | -6.4% | +27.4% | -33.9% | -10.7% |
| 1Y | -7.6% | -29.8% | +22.2% | -5.9% |
| 3Y | +43.2% | -28.5% | +71.7% | +36.2% |
| 5Y | +29.6% | +220.0% | -190.5% | -7.5% |
| All | +373.5% | +303.8% | +69.7% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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