+7,173.7%
MCO vs SIRI
-1.2%
+7,174.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -7.3% | -3.0% | -4.3% | -7.1% |
| 30D | -1.7% | +1.3% | -3.0% | -1.8% |
| 3M | +3.9% | +5.6% | -1.7% | +3.5% |
| 6M | +3.8% | +35.2% | -31.3% | +1.7% |
| YTD | -7.9% | +49.1% | -57.0% | -10.4% |
| 1Y | -6.8% | +26.8% | -33.6% | -8.5% |
| 3Y | +40.9% | -23.7% | +64.6% | +41.2% |
| 5Y | +27.5% | -41.8% | +69.3% | +28.7% |
| 10Y | +381.4% | -11.3% | +392.7% | +375.0% |
| All | +7,173.7% | -1.2% | +7,174.9% | +6,365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling