+212.4%
MCO vs GH
+467.1%
-254.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.8% |
| 7D | -3.8% | -2.5% | -1.3% | -3.4% |
| 30D | -0.4% | -4.7% | +4.3% | +0.2% |
| 3M | +7.7% | +20.2% | -12.5% | +4.2% |
| 6M | +7.0% | +78.8% | -71.8% | -3.2% |
| YTD | -6.4% | +54.1% | -60.5% | -13.6% |
| 1Y | -7.6% | +177.1% | -184.7% | -22.8% |
| 3Y | +43.2% | +371.6% | -328.4% | +4.1% |
| 5Y | +29.6% | +21.9% | +7.7% | +8.3% |
| All | +212.4% | +467.1% | -254.8% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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