+55.4%
MCO vs MAS
+58.1%
-2.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | +2.4% | +2.0% | +0.4% | +1.8% |
| 30D | +12.5% | +19.4% | -6.9% | +6.7% |
| 3M | +7.1% | +9.4% | -2.3% | +4.1% |
| 6M | +13.2% | +15.3% | -2.1% | +7.7% |
| YTD | -0.4% | +31.3% | -31.7% | -11.0% |
| 1Y | +5.8% | +34.9% | -29.1% | -6.7% |
| 3Y | +55.4% | +58.6% | -3.2% | +31.8% |
| All | +55.4% | +58.1% | -2.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling