+120.9%
MCO vs SITM
+4,532.8%
-4,411.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | -7.3% | +4.8% | -12.2% | -7.9% |
| 30D | -1.7% | -9.7% | +8.0% | -0.8% |
| 3M | +3.9% | -9.3% | +13.2% | +3.1% |
| 6M | +3.8% | +69.5% | -65.7% | -7.8% |
| YTD | -7.9% | +70.5% | -78.4% | -19.2% |
| 1Y | -6.8% | +145.3% | -152.1% | -24.2% |
| 3Y | +40.9% | +432.8% | -391.9% | -7.5% |
| 5Y | +27.5% | +174.0% | -146.5% | -15.2% |
| All | +120.9% | +4,532.8% | -4,411.9% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling