+28.6%
MCO vs IAG
+813.2%
-784.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | +3.9% | +35.4% | -31.5% | +1.5% |
| 6M | +3.8% | -9.5% | +13.4% | +4.0% |
| YTD | -7.9% | +21.8% | -29.7% | -10.4% |
| 1Y | -6.8% | +84.1% | -91.0% | -13.0% |
| 3Y | +40.9% | +817.4% | -776.4% | +9.7% |
| All | +28.6% | +813.2% | -784.6% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling