+30.7%
MCO vs NWSA
+40.0%
-9.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -3.8% | -2.8% | -1.0% | -2.4% |
| 30D | -0.4% | +3.0% | -3.4% | -1.8% |
| 3M | +7.7% | +12.3% | -4.6% | +1.7% |
| 6M | +7.0% | +21.9% | -14.9% | -2.9% |
| YTD | -6.4% | +13.6% | -20.0% | -12.2% |
| 1Y | -7.6% | +0.5% | -8.1% | -8.7% |
| 3Y | +43.2% | +43.8% | -0.5% | +19.5% |
| All | +30.7% | +40.0% | -9.3% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling