+43.2%
MCO vs SIRI
-22.6%
+65.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -3.8% | +0.6% | -4.3% | -3.8% |
| 30D | -0.4% | +2.5% | -2.9% | -0.8% |
| 3M | +7.7% | +6.6% | +1.1% | +6.6% |
| 6M | +7.0% | +32.9% | -25.9% | +2.3% |
| YTD | -6.4% | +50.5% | -56.9% | -12.3% |
| 1Y | -7.6% | +28.0% | -35.6% | -11.5% |
| 3Y | +43.2% | -22.4% | +65.6% | +40.5% |
| All | +43.2% | -22.6% | +65.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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