+75.9%
MCO vs ROIV
+289.9%
-214.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -7.3% | +19.0% | -26.3% | -8.8% |
| 30D | -1.7% | +16.1% | -17.8% | -3.1% |
| 3M | +3.9% | +44.1% | -40.2% | +0.4% |
| 6M | +3.8% | +37.8% | -34.0% | +0.5% |
| YTD | -7.9% | +88.7% | -96.6% | -13.5% |
| 1Y | -6.8% | +197.3% | -204.2% | -16.2% |
| 3Y | +40.9% | +224.9% | -184.0% | +24.2% |
| 5Y | +27.5% | +311.0% | -283.5% | +4.0% |
| All | +75.9% | +289.9% | -214.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling