+2,078.2%
MCO vs IOVA
-91.7%
+2,169.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -2.7% | +5.1% | -7.8% | -2.8% |
| 30D | +0.9% | +37.2% | -36.3% | +0.1% |
| 3M | +8.7% | +117.5% | -108.8% | +6.1% |
| 6M | +2.4% | +69.6% | -67.2% | +0.4% |
| YTD | -5.2% | +218.7% | -223.8% | -8.7% |
| 1Y | -4.4% | +265.5% | -269.9% | -8.5% |
| 3Y | +45.1% | +46.2% | -1.1% | +38.9% |
| 5Y | +31.5% | -63.2% | +94.7% | +27.8% |
| 10Y | +380.7% | +6.1% | +374.6% | +354.3% |
| All | +2,078.2% | -91.7% | +2,169.9% | +1,801.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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