+78.9%
MCO vs OSCR
-9.0%
+87.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -3.8% | +1.6% | -5.4% | -3.9% |
| 30D | -0.4% | +10.7% | -11.1% | -1.2% |
| 3M | +7.7% | +13.4% | -5.6% | +6.3% |
| 6M | +7.0% | +144.6% | -137.6% | -1.2% |
| YTD | -6.4% | +128.0% | -134.5% | -13.2% |
| 1Y | -7.6% | +68.7% | -76.3% | -13.0% |
| 3Y | +43.2% | +398.8% | -355.6% | +16.2% |
| 5Y | +29.6% | +87.3% | -57.7% | +0.7% |
| All | +78.9% | -9.0% | +87.9% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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