+30.7%
MCO vs SITM
+187.3%
-156.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.0% |
| 7D | -3.8% | +3.9% | -7.6% | -4.2% |
| 30D | -0.4% | -6.6% | +6.2% | 0.0% |
| 3M | +7.7% | -11.9% | +19.6% | +7.6% |
| 6M | +7.0% | +81.1% | -74.1% | -4.2% |
| YTD | -6.4% | +80.0% | -86.4% | -16.9% |
| 1Y | -7.6% | +145.8% | -153.5% | -22.9% |
| 3Y | +43.2% | +475.9% | -432.7% | -3.7% |
| All | +30.7% | +187.3% | -156.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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