+48.0%
MCO vs SN
+671.3%
-623.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.2% |
| 7D | +0.5% | +1.5% | -1.0% | +0.2% |
| 30D | +9.8% | +21.5% | -11.7% | +6.2% |
| 3M | +4.3% | +20.0% | -15.8% | +0.9% |
| 6M | +16.5% | +119.9% | -103.5% | +1.4% |
| YTD | +0.1% | +102.3% | -102.2% | -12.0% |
| 1Y | +4.4% | +148.0% | -143.5% | -11.5% |
| 3Y | +51.6% | +450.0% | -398.4% | +17.7% |
| All | +48.0% | +671.3% | -623.3% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling