+28.6%
MCO vs GSK
+47.2%
-18.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -7.3% | -5.4% | -1.9% | -6.2% |
| 30D | -1.7% | -4.6% | +2.9% | -0.7% |
| 3M | +3.9% | -5.1% | +9.0% | +4.9% |
| 6M | +3.8% | -11.4% | +15.2% | +6.1% |
| YTD | -7.9% | +0.7% | -8.6% | -8.9% |
| 1Y | -6.8% | +23.0% | -29.9% | -12.8% |
| 3Y | +40.9% | +48.0% | -7.0% | +22.7% |
| All | +28.6% | +47.2% | -18.5% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling