-0.5%
MCO vs GLXY
+15.1%
-15.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.6% |
| 7D | -2.7% | +15.5% | -18.2% | -3.3% |
| 30D | +0.9% | +34.1% | -33.2% | -0.5% |
| 3M | +8.7% | -11.3% | +20.0% | +9.1% |
| 6M | +2.4% | +31.6% | -29.2% | -0.9% |
| YTD | -5.2% | +21.0% | -26.1% | -7.7% |
| 1Y | -4.4% | +11.7% | -16.1% | -6.9% |
| All | -0.5% | +15.1% | -15.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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