+212.1%
MCO vs GH
+486.6%
-274.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -0.5% | -2.6% | +2.1% | -0.3% |
| 3M | +5.7% | +25.1% | -19.4% | +1.7% |
| 6M | +3.0% | +78.5% | -75.5% | -6.7% |
| YTD | -6.5% | +59.4% | -65.9% | -14.1% |
| 1Y | -5.8% | +173.9% | -179.6% | -21.1% |
| 3Y | +43.1% | +382.7% | -339.6% | +3.7% |
| 5Y | +29.5% | +24.4% | +5.1% | +8.0% |
| All | +212.1% | +486.6% | -274.5% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling