+40.9%
MCO vs RUN
-38.5%
+79.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.4% |
| 7D | -7.3% | -3.4% | -4.0% | -7.2% |
| 30D | -1.7% | -14.0% | +12.3% | -1.1% |
| 3M | +3.9% | -27.5% | +31.4% | +5.1% |
| 6M | +3.8% | -29.0% | +32.8% | +4.8% |
| YTD | -7.9% | -53.1% | +45.2% | -5.9% |
| 1Y | -6.8% | -46.7% | +39.9% | -5.8% |
| All | +40.9% | -38.5% | +79.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling