+7,389.9%
MCO vs MSI
+877.7%
+6,512.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -2.7% | -5.8% | +3.0% | -1.1% |
| 30D | +0.9% | -1.0% | +1.9% | +1.2% |
| 3M | +8.7% | +14.2% | -5.5% | +4.5% |
| 6M | +2.4% | +1.0% | +1.4% | +1.6% |
| YTD | -5.2% | +21.5% | -26.6% | -10.9% |
| 1Y | -4.4% | -2.1% | -2.2% | -4.7% |
| 3Y | +45.1% | +69.3% | -24.2% | +24.0% |
| 5Y | +31.5% | +99.3% | -67.8% | +7.3% |
| 10Y | +380.7% | +595.0% | -214.3% | +186.0% |
| All | +7,389.9% | +877.7% | +6,512.2% | +3,011.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling