+463.0%
MCO vs MAS
+217.4%
+245.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.5% | -1.8% | -0.7% | -1.7% |
| 30D | +9.4% | +23.6% | -14.1% | -1.8% |
| 3M | +8.3% | +12.4% | -4.1% | +1.7% |
| 6M | +15.4% | +21.9% | -6.5% | +2.6% |
| YTD | +1.5% | +36.1% | -34.7% | -17.1% |
| 1Y | +5.4% | +39.5% | -34.1% | -15.3% |
| 3Y | +53.1% | +59.1% | -6.0% | +9.5% |
| 5Y | +39.4% | +44.4% | -5.0% | +3.0% |
| 10Y | +463.0% | +217.0% | +246.1% | +158.4% |
| All | +463.0% | +217.4% | +245.6% | +158.4% |
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