+2,098.1%
MCO vs IAG
+378.9%
+1,719.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -3.1% | +1.7% | -4.8% | -3.3% |
| 30D | -0.5% | +11.4% | -12.0% | -1.4% |
| 3M | +5.7% | +33.0% | -27.3% | +3.2% |
| 6M | +3.0% | -6.0% | +9.0% | +2.7% |
| YTD | -6.5% | +24.6% | -31.0% | -9.2% |
| 1Y | -5.8% | +105.0% | -110.8% | -12.3% |
| 3Y | +43.1% | +837.9% | -794.8% | +15.9% |
| 5Y | +29.5% | +817.0% | -787.5% | +2.2% |
| 10Y | +388.8% | +425.3% | -36.5% | +280.0% |
| All | +2,098.1% | +378.9% | +1,719.2% | +1,245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling