+372.6%
MCO vs MSI
+601.8%
-229.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | -7.3% | -1.8% | -5.6% | -6.4% |
| 30D | -1.7% | -0.6% | -1.1% | -1.5% |
| 3M | +3.9% | +13.0% | -9.1% | -3.4% |
| 6M | +3.8% | +0.5% | +3.3% | +2.2% |
| YTD | -7.9% | +21.7% | -29.6% | -19.0% |
| 1Y | -6.8% | -2.6% | -4.2% | -7.3% |
| 3Y | +40.9% | +69.7% | -28.7% | 0.0% |
| 5Y | +27.5% | +102.8% | -75.3% | -19.7% |
| All | +372.6% | +601.8% | -229.2% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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