+43.2%
MCO vs QSR
+25.8%
+17.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -3.8% | -4.0% | +0.2% | -2.3% |
| 30D | -0.4% | +2.8% | -3.1% | -1.4% |
| 3M | +7.7% | +5.1% | +2.6% | +5.7% |
| 6M | +7.0% | +8.8% | -1.8% | +3.4% |
| YTD | -6.4% | +14.8% | -21.2% | -11.6% |
| 1Y | -7.6% | +25.7% | -33.4% | -15.9% |
| 3Y | +43.2% | +27.5% | +15.7% | +25.1% |
| All | +43.2% | +25.8% | +17.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling