+27.5%
MCO vs GEN
+21.5%
+6.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | +3.9% | +22.3% | -18.3% | -2.9% |
| 6M | +3.8% | +39.0% | -35.1% | -7.6% |
| YTD | -7.9% | +11.9% | -19.8% | -12.1% |
| 1Y | -6.8% | +4.5% | -11.4% | -9.1% |
| 3Y | +40.9% | +59.0% | -18.1% | +19.2% |
| 5Y | +27.5% | +22.0% | +5.5% | +12.1% |
| All | +27.5% | +21.5% | +6.0% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling