+40.9%
MCO vs SPXS
-79.1%
+120.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -0.9% |
| 7D | -7.3% | +6.4% | -13.7% | -5.5% |
| 30D | -1.7% | +6.0% | -7.7% | +0.2% |
| 3M | +3.9% | -11.6% | +15.6% | +0.4% |
| 6M | +3.8% | -28.7% | +32.5% | -5.8% |
| YTD | -7.9% | -26.3% | +18.4% | -15.0% |
| 1Y | -6.8% | -34.9% | +28.1% | -17.2% |
| All | +40.9% | -79.1% | +120.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling