+40.9%
MCO vs ESI
+73.2%
-32.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.7% |
| 7D | -7.3% | -2.3% | -5.0% | -7.0% |
| 30D | -1.7% | -9.0% | +7.3% | -0.2% |
| 3M | +3.9% | -13.3% | +17.2% | +5.0% |
| 6M | +3.8% | +5.3% | -1.5% | -1.9% |
| YTD | -7.9% | +37.6% | -45.5% | -20.7% |
| 1Y | -6.8% | +33.6% | -40.5% | -19.6% |
| All | +40.9% | +73.2% | -32.3% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling