+380.3%
MCO vs ESI
+312.8%
+67.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -3.8% | -4.6% | +0.9% | -2.3% |
| 30D | -0.4% | -10.5% | +10.1% | +3.0% |
| 3M | +7.7% | -19.8% | +27.5% | +14.0% |
| 6M | +7.0% | +5.8% | +1.2% | +0.6% |
| YTD | -6.4% | +38.3% | -44.7% | -21.2% |
| 1Y | -7.6% | +31.5% | -39.2% | -21.4% |
| 3Y | +43.2% | +80.7% | -37.5% | +4.7% |
| 5Y | +29.6% | +69.4% | -39.9% | -5.0% |
| All | +380.3% | +312.8% | +67.5% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling