+6,320.5%
MCO vs RMBS
+1,376.2%
+4,944.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -3.1% | +3.5% | -6.6% | -3.5% |
| 30D | -0.5% | -8.6% | +8.1% | +0.3% |
| 3M | +5.7% | -40.3% | +46.0% | +10.6% |
| 6M | +3.0% | -1.0% | +4.0% | +0.5% |
| YTD | -6.5% | -4.6% | -1.9% | -8.8% |
| 1Y | -5.8% | +17.6% | -23.3% | -11.1% |
| 3Y | +43.1% | +58.6% | -15.5% | +26.8% |
| 5Y | +29.5% | +270.9% | -241.5% | +3.6% |
| 10Y | +388.8% | +569.1% | -180.3% | +264.5% |
| All | +6,320.5% | +1,376.2% | +4,944.3% | +3,398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling