+30.7%
MCO vs RMBS
+265.4%
-234.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -3.8% | +1.8% | -5.5% | -4.0% |
| 30D | -0.4% | -13.9% | +13.5% | +1.3% |
| 3M | +7.7% | -39.8% | +47.5% | +13.7% |
| 6M | +7.0% | -6.0% | +13.0% | +2.7% |
| YTD | -6.4% | -5.4% | -1.1% | -10.9% |
| 1Y | -7.6% | -1.8% | -5.8% | -14.2% |
| 3Y | +43.2% | +53.7% | -10.4% | +13.0% |
| All | +30.7% | +265.4% | -234.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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