+1,523.1%
MCO vs FIVE
+862.5%
+660.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +9.4% | +17.4% | -8.0% | +5.6% |
| 3M | +8.3% | +7.0% | +1.3% | +6.4% |
| 6M | +15.4% | +20.5% | -5.1% | +9.7% |
| YTD | +1.5% | +33.1% | -31.6% | -6.2% |
| 1Y | +5.4% | +67.1% | -61.7% | -7.5% |
| 3Y | +53.1% | +41.9% | +11.2% | +30.9% |
| 5Y | +39.4% | +21.1% | +18.3% | +20.0% |
| 10Y | +463.0% | +518.8% | -55.8% | +230.4% |
| All | +1,523.1% | +862.5% | +660.6% | +744.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling