+43.1%
MCO vs SN
+368.4%
-325.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.7% |
| 7D | -3.1% | -3.4% | +0.2% | -2.5% |
| 30D | -0.5% | -9.1% | +8.5% | +1.2% |
| 3M | +5.7% | +31.8% | -26.1% | -0.4% |
| 6M | +3.0% | +52.0% | -49.0% | -6.1% |
| YTD | -6.5% | +51.3% | -57.8% | -15.0% |
| 1Y | -5.8% | +46.9% | -52.6% | -14.0% |
| All | +43.1% | +368.4% | -325.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling