+4.1%
MCO vs IRE
-97.2%
+101.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.5% | +11.9% | -1.7% |
| 7D | -1.7% | +11.1% | -12.8% | -1.5% |
| 30D | +9.1% | -75.2% | +84.3% | +8.6% |
| 3M | +6.2% | -86.4% | +92.6% | +5.7% |
| 6M | +12.6% | -94.8% | +107.5% | +12.4% |
| YTD | -0.2% | -93.3% | +93.1% | -1.0% |
| All | +4.1% | -97.2% | +101.3% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling