+27.5%
MCO vs SM
+108.0%
-80.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -7.3% | +2.1% | -9.5% | -7.6% |
| 30D | -1.7% | +18.1% | -19.8% | -3.6% |
| 3M | +3.9% | +17.0% | -13.1% | +1.6% |
| 6M | +3.8% | +55.4% | -51.6% | -2.7% |
| YTD | -7.9% | +108.6% | -116.5% | -17.2% |
| 1Y | -6.8% | +45.7% | -52.5% | -12.4% |
| 3Y | +40.9% | -0.3% | +41.3% | +34.4% |
| 5Y | +27.5% | +113.0% | -85.5% | +12.8% |
| All | +27.5% | +108.0% | -80.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling