+1,978.3%
MCO vs SGI
+2,032.3%
-54.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | -3.1% | +0.6% | -3.8% | -3.3% |
| 30D | -0.5% | +5.5% | -6.1% | -2.1% |
| 3M | +5.7% | -3.6% | +9.3% | +6.2% |
| 6M | +3.0% | -15.0% | +18.1% | +6.2% |
| YTD | -6.5% | -23.0% | +16.5% | -1.4% |
| 1Y | -5.8% | -18.4% | +12.7% | -2.6% |
| 3Y | +43.1% | +57.8% | -14.7% | +21.9% |
| 5Y | +29.5% | +51.5% | -22.0% | +7.8% |
| 10Y | +388.8% | +275.2% | +113.7% | +179.2% |
| All | +1,978.3% | +2,032.3% | -54.0% | +420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling