-0.4%
MCO vs GSK
+31.2%
-31.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.1% |
| 7D | -4.2% | -1.8% | -2.3% | -4.1% |
| 30D | +2.2% | -2.2% | +4.4% | +2.2% |
| 3M | +10.1% | -1.8% | +11.9% | +10.2% |
| 6M | +5.3% | -10.6% | +15.9% | +4.6% |
| YTD | -2.7% | +4.4% | -7.2% | -2.3% |
| 1Y | -0.4% | +30.4% | -30.8% | -1.1% |
| All | -0.4% | +31.2% | -31.6% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling