+30.7%
MCO vs RSG
+89.9%
-59.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.2% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -0.4% | +4.0% | -4.4% | -2.5% |
| 3M | +7.7% | +7.4% | +0.4% | +3.5% |
| 6M | +7.0% | +0.1% | +6.9% | +6.5% |
| YTD | -6.4% | +6.0% | -12.4% | -10.2% |
| 1Y | -7.6% | -3.0% | -4.7% | -6.6% |
| 3Y | +43.2% | +56.5% | -13.3% | +4.3% |
| All | +30.7% | +89.9% | -59.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling