+43.2%
MCO vs SGI
+51.7%
-8.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -3.8% | -4.5% | +0.7% | -2.7% |
| 30D | -0.4% | +4.2% | -4.6% | -1.5% |
| 3M | +7.7% | -7.4% | +15.2% | +9.4% |
| 6M | +7.0% | -15.1% | +22.0% | +10.2% |
| YTD | -6.4% | -24.7% | +18.3% | -0.7% |
| 1Y | -7.6% | -21.8% | +14.1% | -3.6% |
| 3Y | +43.2% | +50.0% | -6.8% | +30.8% |
| All | +43.2% | +51.7% | -8.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling