-0.4%
MCO vs ESI
+44.5%
-44.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -2.1% |
| 7D | -4.2% | +3.3% | -7.5% | -4.1% |
| 30D | +2.2% | -5.9% | +8.1% | +2.1% |
| 3M | +10.1% | -14.1% | +24.2% | +9.6% |
| 6M | +5.3% | +6.6% | -1.3% | +1.7% |
| YTD | -2.7% | +45.0% | -47.8% | -9.1% |
| 1Y | -0.4% | +41.5% | -41.8% | -6.5% |
| All | -0.4% | +44.5% | -44.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling