+380.3%
MCO vs ITOT
+303.4%
+76.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.7% |
| 7D | -3.8% | -0.9% | -2.9% | -2.8% |
| 30D | -0.4% | -1.5% | +1.1% | +1.3% |
| 3M | +7.7% | +3.6% | +4.2% | +3.4% |
| 6M | +7.0% | +13.7% | -6.7% | -8.1% |
| YTD | -6.4% | +12.9% | -19.3% | -19.0% |
| 1Y | -7.6% | +17.2% | -24.8% | -23.7% |
| 3Y | +43.2% | +75.6% | -32.4% | -26.3% |
| 5Y | +29.6% | +75.5% | -45.9% | -33.0% |
| All | +380.3% | +303.4% | +76.8% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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