+447.2%
MCO vs QSR
+203.9%
+243.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -7.3% | -4.7% | -2.6% | -5.4% |
| 30D | -1.7% | +4.3% | -6.0% | -3.5% |
| 3M | +3.9% | +5.4% | -1.5% | +1.4% |
| 6M | +3.8% | +8.2% | -4.3% | 0.0% |
| YTD | -7.9% | +14.1% | -22.0% | -13.7% |
| 1Y | -6.8% | +28.1% | -35.0% | -17.1% |
| 3Y | +40.9% | +25.3% | +15.7% | +24.6% |
| 5Y | +27.5% | +40.4% | -12.9% | +6.1% |
| 10Y | +381.4% | +132.4% | +249.0% | +204.3% |
| All | +447.2% | +203.9% | +243.3% | +219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling