+7,291.9%
MCO vs GFI
+517.8%
+6,774.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | -3.8% | -4.9% | +1.1% | -3.5% |
| 30D | -0.4% | +10.7% | -11.1% | -0.9% |
| 3M | +7.7% | +25.6% | -17.9% | +6.4% |
| 6M | +7.0% | -8.3% | +15.2% | +7.0% |
| YTD | -6.4% | +6.3% | -12.7% | -7.4% |
| 1Y | -7.6% | +22.1% | -29.7% | -9.5% |
| 3Y | +43.2% | +289.2% | -246.0% | +30.6% |
| 5Y | +29.6% | +531.7% | -502.1% | +14.0% |
| 10Y | +389.2% | +1,043.8% | -654.6% | +308.1% |
| All | +7,291.9% | +517.8% | +6,774.0% | +5,971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling