-0.4%
MCO vs MAS
+1.6%
-2.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.3% |
| 7D | -4.2% | -0.8% | -3.4% | -4.1% |
| 30D | +2.2% | -5.6% | +7.8% | +2.8% |
| 3M | +10.1% | +4.4% | +5.7% | +9.8% |
| 6M | +5.3% | +7.2% | -1.9% | +3.6% |
| YTD | -2.7% | +16.1% | -18.9% | -5.9% |
| 1Y | -0.4% | +0.1% | -0.5% | -2.2% |
| All | -0.4% | +1.6% | -2.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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