+372.6%
MCO vs SBAC
+83.0%
+289.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.3% |
| 7D | -7.3% | -5.3% | -2.1% | -5.1% |
| 30D | -1.7% | +0.4% | -2.1% | -1.8% |
| 3M | +3.9% | -11.9% | +15.8% | +9.4% |
| 6M | +3.8% | -4.5% | +8.3% | +3.7% |
| YTD | -7.9% | -4.3% | -3.6% | -8.7% |
| 1Y | -6.8% | -3.9% | -3.0% | -8.1% |
| 3Y | +40.9% | -11.0% | +51.9% | +39.3% |
| 5Y | +27.5% | -44.1% | +71.6% | +60.1% |
| All | +372.6% | +83.0% | +289.5% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling