+380.3%
MCO vs RSG
+428.9%
-48.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.1% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -0.4% | +4.0% | -4.4% | -3.1% |
| 3M | +7.7% | +7.4% | +0.4% | +2.1% |
| 6M | +7.0% | +0.1% | +6.9% | +6.0% |
| YTD | -6.4% | +6.0% | -12.4% | -11.4% |
| 1Y | -7.6% | -3.0% | -4.7% | -6.8% |
| 3Y | +43.2% | +56.5% | -13.3% | -2.6% |
| 5Y | +29.6% | +90.9% | -61.4% | -26.4% |
| All | +380.3% | +428.9% | -48.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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