-9.1%
MCO vs GEN
+4.1%
-13.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -7.3% | -4.3% | -3.0% | -5.9% |
| 30D | -1.7% | +3.8% | -5.5% | -2.9% |
| 3M | +3.9% | +22.3% | -18.3% | -2.6% |
| 6M | +3.8% | +39.0% | -35.1% | -6.4% |
| YTD | -7.9% | +11.9% | -19.8% | -9.0% |
| All | -9.1% | +4.1% | -13.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling