+406.5%
MCO vs ETSY
+134.7%
+271.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -3.8% | -4.9% | +1.1% | -2.9% |
| 30D | -0.4% | -8.6% | +8.2% | +1.1% |
| 3M | +7.7% | +4.8% | +2.9% | +6.5% |
| 6M | +7.0% | +38.1% | -31.1% | +0.5% |
| YTD | -6.4% | +31.2% | -37.6% | -11.7% |
| 1Y | -7.6% | +22.1% | -29.7% | -12.7% |
| 3Y | +43.2% | +12.2% | +31.0% | +33.2% |
| 5Y | +29.6% | -66.5% | +96.0% | +40.0% |
| 10Y | +389.2% | +433.4% | -44.2% | +246.0% |
| All | +406.5% | +134.7% | +271.8% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling