+653.9%
MCO vs ESI
+226.4%
+427.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.6% |
| 7D | -2.7% | +5.4% | -8.1% | -4.1% |
| 30D | +0.9% | -4.2% | +5.1% | +1.9% |
| 3M | +8.7% | -9.6% | +18.3% | +10.0% |
| 6M | +2.4% | +18.3% | -15.9% | -5.4% |
| YTD | -5.2% | +45.8% | -51.0% | -18.3% |
| 1Y | -4.4% | +39.2% | -43.5% | -17.0% |
| 3Y | +45.1% | +86.3% | -41.1% | +13.2% |
| 5Y | +31.5% | +76.2% | -44.7% | +2.8% |
| 10Y | +380.7% | +306.8% | +74.0% | +183.3% |
| All | +653.9% | +226.4% | +427.5% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling