+30.7%
MCO vs SBAC
-43.5%
+74.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.8% |
| 7D | -3.8% | -2.1% | -1.7% | -3.0% |
| 30D | -0.4% | +2.0% | -2.4% | -1.1% |
| 3M | +7.7% | -8.3% | +16.0% | +10.7% |
| 6M | +7.0% | +0.3% | +6.7% | +5.1% |
| YTD | -6.4% | -2.2% | -4.2% | -7.6% |
| 1Y | -7.6% | -4.6% | -3.0% | -7.9% |
| 3Y | +43.2% | -8.3% | +51.5% | +40.5% |
| All | +30.7% | -43.5% | +74.2% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling