+7,581.3%
MCO vs MAS
+1,305.2%
+6,276.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.8% |
| 7D | -4.2% | -0.8% | -3.4% | -3.9% |
| 30D | +2.2% | -5.6% | +7.8% | +4.4% |
| 3M | +10.1% | +4.4% | +5.7% | +7.4% |
| 6M | +5.3% | +7.2% | -1.9% | +0.8% |
| YTD | -2.7% | +16.1% | -18.9% | -10.6% |
| 1Y | -0.4% | +0.1% | -0.5% | -3.2% |
| 3Y | +49.0% | +28.3% | +20.7% | +28.9% |
| 5Y | +33.6% | +30.5% | +3.2% | +13.8% |
| 10Y | +395.3% | +139.1% | +256.2% | +229.3% |
| All | +7,581.3% | +1,305.2% | +6,276.1% | +2,491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling