-9.1%
MCO vs SM
+48.8%
-57.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -7.3% | +2.1% | -9.5% | -7.2% |
| 30D | -1.7% | +18.1% | -19.8% | -1.1% |
| 3M | +3.9% | +17.0% | -13.1% | +4.5% |
| 6M | +3.8% | +55.4% | -51.6% | +4.6% |
| YTD | -7.9% | +108.6% | -116.5% | -6.4% |
| All | -9.1% | +48.8% | -57.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling