+33.8%
MCO vs GTLB
-50.1%
+83.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -3.8% | -5.7% | +1.9% | -2.9% |
| 30D | -0.4% | +15.1% | -15.5% | -2.7% |
| 3M | +7.7% | +65.5% | -57.7% | -0.5% |
| 6M | +7.0% | +102.9% | -95.9% | -4.8% |
| YTD | -6.4% | +25.2% | -31.6% | -11.0% |
| 1Y | -7.6% | -5.5% | -2.1% | -9.1% |
| 3Y | +43.2% | -10.9% | +54.1% | +36.3% |
| All | +33.8% | -50.1% | +83.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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