+4,554.9%
MCO vs SBAC
+2,199.0%
+2,355.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | +0.9% | +3.2% | -2.3% | +0.5% |
| 3M | +8.7% | -5.1% | +13.7% | +9.4% |
| 6M | +2.4% | -2.1% | +4.5% | +2.2% |
| YTD | -5.2% | -0.5% | -4.7% | -5.7% |
| 1Y | -4.4% | +1.1% | -5.5% | -5.2% |
| 3Y | +45.1% | -7.4% | +52.6% | +44.8% |
| 5Y | +31.5% | -44.3% | +75.8% | +40.6% |
| 10Y | +380.7% | +77.6% | +303.2% | +348.3% |
| All | +4,554.9% | +2,199.0% | +2,355.9% | +3,151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling