+30.7%
MCO vs ETSY
-66.2%
+96.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -3.8% | -4.9% | +1.1% | -2.8% |
| 30D | -0.4% | -8.6% | +8.2% | +1.3% |
| 3M | +7.7% | +4.8% | +2.9% | +6.4% |
| 6M | +7.0% | +38.1% | -31.1% | -0.5% |
| YTD | -6.4% | +31.2% | -37.6% | -12.5% |
| 1Y | -7.6% | +22.1% | -29.7% | -13.5% |
| 3Y | +43.2% | +12.2% | +31.0% | +30.8% |
| All | +30.7% | -66.2% | +96.9% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 5y: compounded portfolio wealth divided by compounded ETSY 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…
5y analysis · Full analysis span regression · 6 months rolling