+6,587.9%
MCO vs HIG
+986.1%
+5,601.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.8% | -1.5% | -2.3% | -3.4% |
| 30D | -0.4% | -0.4% | 0.0% | -0.3% |
| 3M | +7.7% | +6.7% | +1.1% | +6.1% |
| 6M | +7.0% | +2.0% | +5.0% | +6.4% |
| YTD | -6.4% | +0.3% | -6.7% | -6.7% |
| 1Y | -7.6% | +4.2% | -11.8% | -8.8% |
| 3Y | +43.2% | +102.2% | -59.0% | +21.8% |
| 5Y | +29.6% | +118.5% | -88.9% | +8.0% |
| 10Y | +389.2% | +311.1% | +78.1% | +245.5% |
| All | +6,587.9% | +986.1% | +5,601.8% | +2,878.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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