+4,573.5%
MCO vs RSG
+1,999.8%
+2,573.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -7.3% | -1.8% | -5.5% | -6.7% |
| 30D | -1.7% | +2.8% | -4.5% | -2.7% |
| 3M | +3.9% | +4.3% | -0.4% | +2.3% |
| 6M | +3.8% | -0.5% | +4.3% | +3.7% |
| YTD | -7.9% | +5.2% | -13.1% | -10.0% |
| 1Y | -6.8% | -2.1% | -4.7% | -6.6% |
| 3Y | +40.9% | +56.5% | -15.6% | +18.7% |
| 5Y | +27.5% | +89.5% | -62.0% | +0.3% |
| 10Y | +381.4% | +424.8% | -43.4% | +176.0% |
| All | +4,573.5% | +1,999.8% | +2,573.7% | +1,814.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling