+7,581.3%
MCO vs HAS
+1,248.7%
+6,332.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -4.2% | -1.8% | -2.4% | -3.6% |
| 30D | +2.2% | +2.3% | -0.1% | +1.5% |
| 3M | +10.1% | +10.4% | -0.2% | +6.4% |
| 6M | +5.3% | -3.2% | +8.5% | +5.1% |
| YTD | -2.7% | +15.4% | -18.2% | -8.4% |
| 1Y | -0.4% | +18.8% | -19.2% | -7.3% |
| 3Y | +49.0% | +43.9% | +5.1% | +27.3% |
| 5Y | +33.6% | +13.9% | +19.7% | +20.6% |
| 10Y | +395.3% | +56.4% | +338.9% | +281.0% |
| All | +7,581.3% | +1,248.7% | +6,332.7% | +3,360.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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