-2.8%
MCO vs IRE
-85.3%
+82.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -1.5% |
| 7D | -7.3% | +7.9% | -15.3% | -7.3% |
| 30D | -1.7% | +9.3% | -11.0% | -1.7% |
| 3M | +3.9% | -52.3% | +56.3% | +4.4% |
| 6M | +3.8% | -38.5% | +42.3% | +2.5% |
| YTD | -7.9% | -54.8% | +46.9% | -9.1% |
| All | -2.8% | -85.3% | +82.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling