+380.3%
MCO vs GSK
+80.1%
+300.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.8% | -3.5% | -0.2% | -2.3% |
| 30D | -0.4% | -3.4% | +3.1% | +1.0% |
| 3M | +7.7% | -8.1% | +15.9% | +11.2% |
| 6M | +7.0% | -11.1% | +18.1% | +11.5% |
| YTD | -6.4% | +0.7% | -7.1% | -8.4% |
| 1Y | -7.6% | +20.1% | -27.8% | -17.3% |
| 3Y | +43.2% | +46.1% | -2.9% | +12.1% |
| 5Y | +29.6% | +48.2% | -18.7% | -2.8% |
| All | +380.3% | +80.1% | +300.2% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling