+380.3%
MCO vs FIVE
+491.7%
-111.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -3.8% | -3.0% | -0.8% | -3.1% |
| 30D | -0.4% | +2.7% | -3.1% | -1.2% |
| 3M | +7.7% | +21.1% | -13.4% | +2.4% |
| 6M | +7.0% | +11.9% | -4.9% | +2.7% |
| YTD | -6.4% | +29.9% | -36.3% | -13.5% |
| 1Y | -7.6% | +67.8% | -75.4% | -20.5% |
| 3Y | +43.2% | +52.8% | -9.5% | +18.1% |
| 5Y | +29.6% | +31.3% | -1.7% | +7.3% |
| All | +380.3% | +491.7% | -111.4% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling