+36.1%
MCO vs SN
+453.9%
-417.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.9% |
| 7D | -7.3% | -7.2% | -0.1% | -6.2% |
| 30D | -1.7% | -13.4% | +11.7% | +0.6% |
| 3M | +3.9% | +26.8% | -22.9% | -0.5% |
| 6M | +3.8% | +44.6% | -40.8% | -3.1% |
| YTD | -7.9% | +45.3% | -53.2% | -14.3% |
| 1Y | -6.8% | +40.1% | -47.0% | -13.1% |
| 3Y | +40.9% | +375.3% | -334.3% | +15.4% |
| All | +36.1% | +453.9% | -417.8% | +11.8% |
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