+87.8%
MCO vs EOSE
-60.6%
+148.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -3.8% | +1.8% | -5.6% | -3.9% |
| 30D | -0.4% | -6.8% | +6.4% | -0.3% |
| 3M | +7.7% | -36.3% | +44.0% | +9.1% |
| 6M | +7.0% | -38.8% | +45.7% | +7.7% |
| YTD | -6.4% | -65.5% | +59.1% | -4.2% |
| 1Y | -7.6% | -45.3% | +37.7% | -8.5% |
| 3Y | +43.2% | +44.2% | -0.9% | +28.3% |
| 5Y | +29.6% | -69.5% | +99.1% | +9.4% |
| All | +87.8% | -60.6% | +148.5% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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