+7,173.7%
MCO vs GAP
+701.1%
+6,472.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -7.3% | -6.3% | -1.0% | -6.1% |
| 30D | -1.7% | -0.2% | -1.5% | -1.9% |
| 3M | +3.9% | 0.0% | +3.9% | +3.5% |
| 6M | +3.8% | -8.1% | +11.9% | +4.4% |
| YTD | -7.9% | -16.5% | +8.6% | -6.0% |
| 1Y | -6.8% | -10.5% | +3.6% | -6.8% |
| 3Y | +40.9% | +104.0% | -63.0% | +10.1% |
| 5Y | +27.5% | +6.8% | +20.7% | +8.1% |
| 10Y | +381.4% | +26.9% | +354.5% | +232.5% |
| All | +7,173.7% | +701.1% | +6,472.6% | +3,571.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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