+38.8%
MCO vs S
-57.8%
+96.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | -2.7% | -5.8% | +3.1% | -1.8% |
| 30D | +0.9% | -9.2% | +10.2% | +2.2% |
| 3M | +8.7% | +23.4% | -14.7% | +4.3% |
| 6M | +2.4% | +36.9% | -34.5% | -3.9% |
| YTD | -5.2% | +29.5% | -34.7% | -10.3% |
| 1Y | -4.4% | +5.4% | -9.8% | -7.0% |
| 3Y | +45.1% | +14.7% | +30.4% | +34.7% |
| 5Y | +31.5% | -71.5% | +103.0% | +32.9% |
| All | +38.8% | -57.8% | +96.6% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling