+40.9%
MCO vs IAG
+796.9%
-755.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -7.3% | -4.1% | -3.3% | -7.1% |
| 30D | -1.7% | +10.6% | -12.3% | -2.2% |
| 3M | +3.9% | +35.4% | -31.5% | +2.4% |
| 6M | +3.8% | -9.5% | +13.4% | +4.0% |
| YTD | -7.9% | +21.8% | -29.7% | -9.6% |
| 1Y | -6.8% | +84.1% | -91.0% | -11.8% |
| All | +40.9% | +796.9% | -755.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling