+27.5%
MCO vs SPG
+103.4%
-75.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -7.3% | -2.2% | -5.1% | -6.2% |
| 30D | -1.7% | -5.8% | +4.1% | +1.4% |
| 3M | +3.9% | -2.8% | +6.7% | +5.3% |
| 6M | +3.8% | +8.9% | -5.1% | -1.3% |
| YTD | -7.9% | +14.3% | -22.2% | -15.0% |
| 1Y | -6.8% | +19.5% | -26.3% | -16.2% |
| 3Y | +40.9% | +106.9% | -65.9% | -7.1% |
| 5Y | +27.5% | +108.7% | -81.2% | -19.9% |
| All | +27.5% | +103.4% | -75.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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