+486.2%
MCO vs KEYS
+1,113.8%
-627.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.1% |
| 7D | -3.8% | +3.5% | -7.3% | -5.0% |
| 30D | -0.4% | -4.5% | +4.1% | +0.9% |
| 3M | +7.7% | -0.4% | +8.1% | +5.8% |
| 6M | +7.0% | +19.1% | -12.1% | -3.7% |
| YTD | -6.4% | +66.7% | -73.1% | -28.5% |
| 1Y | -7.6% | +96.5% | -104.1% | -35.1% |
| 3Y | +43.2% | +155.2% | -111.9% | -13.5% |
| 5Y | +29.6% | +88.0% | -58.4% | -11.5% |
| 10Y | +389.2% | +1,046.8% | -657.5% | +55.8% |
| All | +486.2% | +1,113.8% | -627.6% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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