+457.7%
MCO vs MAS
+214.9%
+242.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.1% |
| 7D | +2.4% | +2.4% | 0.0% | +1.2% |
| 30D | +12.5% | +19.8% | -7.4% | +2.5% |
| 3M | +7.1% | +9.8% | -2.7% | +1.8% |
| 6M | +13.2% | +15.8% | -2.5% | +3.4% |
| YTD | -0.4% | +31.8% | -32.2% | -17.2% |
| 1Y | +5.8% | +35.4% | -29.6% | -13.6% |
| 3Y | +55.4% | +59.2% | -3.8% | +10.8% |
| 5Y | +36.3% | +41.2% | -4.9% | +1.8% |
| All | +457.7% | +214.9% | +242.8% | +157.6% |
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