+9.3%
MCO vs ET
+24.7%
-15.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +4.3% |
| 7D | +10.7% | -6.0% | +16.7% | +9.6% |
| 30D | +17.9% | -6.1% | +24.0% | +16.7% |
| 3M | +9.5% | -2.7% | +12.1% | +8.9% |
| 6M | +18.1% | +0.2% | +17.8% | +17.6% |
| YTD | +4.1% | +24.3% | -20.2% | +10.0% |
| 1Y | +9.3% | +26.4% | -17.1% | +16.3% |
| All | +9.3% | +24.7% | -15.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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