+380.3%
MCO vs GFI
+1,093.3%
-713.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.6% |
| 7D | -3.8% | -2.7% | -1.1% | -3.6% |
| 30D | -0.4% | +13.2% | -13.6% | -1.2% |
| 3M | +7.7% | +28.5% | -20.8% | +6.0% |
| 6M | +7.0% | -6.2% | +13.2% | +6.9% |
| YTD | -6.4% | +8.7% | -15.1% | -7.7% |
| 1Y | -7.6% | +24.8% | -32.5% | -10.1% |
| 3Y | +43.2% | +298.0% | -254.8% | +26.5% |
| 5Y | +29.6% | +546.0% | -516.4% | +9.2% |
| All | +380.3% | +1,093.3% | -713.1% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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