+28.6%
MCO vs SGI
+45.9%
-17.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.6% |
| 7D | -7.3% | -4.9% | -2.4% | -6.0% |
| 30D | -1.7% | +1.6% | -3.3% | -2.3% |
| 3M | +3.9% | -3.2% | +7.1% | +4.3% |
| 6M | +3.8% | -16.0% | +19.9% | +7.8% |
| YTD | -7.9% | -25.4% | +17.5% | -1.2% |
| 1Y | -6.8% | -21.6% | +14.7% | -2.3% |
| 3Y | +40.9% | +52.9% | -11.9% | +16.6% |
| All | +28.6% | +45.9% | -17.3% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling