+36.0%
MCO vs LSCC
+36.6%
-0.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.4% | -0.1% |
| 7D | +1.0% | +19.3% | -18.3% | -1.7% |
| 30D | +10.1% | -9.6% | +19.7% | +11.2% |
| 3M | +7.2% | -12.4% | +19.6% | +8.3% |
| 6M | +13.8% | -10.5% | +24.2% | +12.5% |
| YTD | +0.7% | +54.8% | -54.1% | -12.0% |
| 1Y | +5.6% | +79.4% | -73.7% | -10.8% |
| 3Y | +54.1% | +109.6% | -55.5% | +15.6% |
| 5Y | +36.0% | +40.4% | -4.4% | +3.6% |
| All | +36.0% | +36.6% | -0.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 5y: compounded portfolio wealth divided by compounded LSCC 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…
5y analysis · Full analysis span regression · 6 months rolling