+84.8%
MCO vs EOSE
-60.2%
+145.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -1.4% |
| 7D | -7.3% | +14.0% | -21.3% | -7.9% |
| 30D | -1.7% | -5.9% | +4.2% | -1.7% |
| 3M | +3.9% | -34.3% | +38.2% | +5.1% |
| 6M | +3.8% | -37.8% | +41.6% | +4.4% |
| YTD | -7.9% | -65.2% | +57.3% | -5.8% |
| 1Y | -6.8% | -41.9% | +35.1% | -7.9% |
| 3Y | +40.9% | +44.6% | -3.6% | +26.2% |
| 5Y | +27.5% | -69.2% | +96.7% | +7.7% |
| All | +84.8% | -60.2% | +145.1% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling