+7,291.9%
MCO vs RJF
+13,465.5%
-6,173.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -3.8% | -2.7% | -1.1% | -2.7% |
| 30D | -0.4% | -4.3% | +3.9% | +1.3% |
| 3M | +7.7% | +15.7% | -8.0% | +1.8% |
| 6M | +7.0% | +17.8% | -10.8% | +0.2% |
| YTD | -6.4% | +9.2% | -15.6% | -9.8% |
| 1Y | -7.6% | +2.8% | -10.4% | -9.2% |
| 3Y | +43.2% | +69.5% | -26.2% | +14.8% |
| 5Y | +29.6% | +105.9% | -76.4% | -5.4% |
| 10Y | +389.2% | +424.9% | -35.6% | +140.3% |
| All | +7,291.9% | +13,465.5% | -6,173.7% | +1,506.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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