+380.3%
MCO vs SNY
+64.5%
+315.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.8% | -3.3% | -0.4% | -2.5% |
| 30D | -0.4% | -2.2% | +1.8% | +0.4% |
| 3M | +7.7% | -3.0% | +10.8% | +8.9% |
| 6M | +7.0% | +2.7% | +4.3% | +5.4% |
| YTD | -6.4% | -6.8% | +0.4% | -4.5% |
| 1Y | -7.6% | -5.3% | -2.4% | -6.8% |
| 3Y | +43.2% | -9.8% | +53.0% | +42.8% |
| 5Y | +29.6% | +9.7% | +19.9% | +12.7% |
| All | +380.3% | +64.5% | +315.8% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling