+29.5%
MCO vs S
-71.0%
+100.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -3.1% | -1.2% | -1.9% | -2.9% |
| 30D | -0.5% | -12.6% | +12.0% | +1.5% |
| 3M | +5.7% | +27.6% | -21.9% | +0.7% |
| 6M | +3.0% | +35.5% | -32.4% | -3.4% |
| YTD | -6.5% | +29.6% | -36.1% | -11.9% |
| 1Y | -5.8% | +8.1% | -13.9% | -8.8% |
| 3Y | +43.1% | +14.8% | +28.4% | +32.0% |
| All | +29.5% | -71.0% | +100.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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