+7,389.9%
MCO vs SPG
+4,665.4%
+2,724.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.0% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +0.9% | -4.9% | +5.9% | +3.0% |
| 3M | +8.7% | +3.3% | +5.4% | +7.2% |
| 6M | +2.4% | +11.2% | -8.8% | -2.1% |
| YTD | -5.2% | +17.1% | -22.2% | -11.4% |
| 1Y | -4.4% | +21.6% | -26.0% | -12.0% |
| 3Y | +45.1% | +111.9% | -66.7% | +6.6% |
| 5Y | +31.5% | +106.9% | -75.4% | -3.8% |
| 10Y | +380.7% | +62.2% | +318.5% | +231.9% |
| All | +7,389.9% | +4,665.4% | +2,724.5% | +1,486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling