+1,359.7%
MCO vs GWRE
+741.3%
+618.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -3.8% | -13.2% | +9.5% | +0.6% |
| 30D | -0.4% | -18.6% | +18.2% | +5.1% |
| 3M | +7.7% | +18.9% | -11.2% | -0.3% |
| 6M | +7.0% | -11.0% | +17.9% | +6.8% |
| YTD | -6.4% | -29.9% | +23.5% | +0.3% |
| 1Y | -7.6% | -44.3% | +36.7% | +6.6% |
| 3Y | +43.2% | +51.7% | -8.4% | +11.0% |
| 5Y | +29.6% | +15.4% | +14.1% | +6.9% |
| 10Y | +389.2% | +129.4% | +259.8% | +219.8% |
| All | +1,359.7% | +741.3% | +618.4% | +693.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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