+458.4%
MCO vs MAS
+217.0%
+241.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.6% |
| 7D | +1.4% | +3.6% | -2.2% | -0.4% |
| 30D | +10.0% | +23.8% | -13.8% | -1.4% |
| 3M | +7.0% | +14.4% | -7.4% | -0.4% |
| 6M | +13.7% | +19.7% | -6.1% | +2.0% |
| YTD | +0.6% | +36.0% | -35.3% | -17.8% |
| 1Y | +6.2% | +40.4% | -34.1% | -14.9% |
| 3Y | +51.9% | +58.9% | -7.1% | +8.6% |
| 5Y | +37.5% | +44.5% | -7.1% | +1.5% |
| All | +458.4% | +217.0% | +241.4% | +156.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling