+30.7%
MCO vs SPXS
-86.0%
+116.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.8% |
| 7D | -3.8% | +2.5% | -6.3% | -2.9% |
| 30D | -0.4% | +4.2% | -4.6% | +1.2% |
| 3M | +7.7% | -9.3% | +17.0% | +4.7% |
| 6M | +7.0% | -30.7% | +37.7% | -4.9% |
| YTD | -6.4% | -28.1% | +21.7% | -15.1% |
| 1Y | -7.6% | -35.1% | +27.4% | -18.9% |
| 3Y | +43.2% | -79.6% | +122.8% | -9.1% |
| All | +30.7% | -86.0% | +116.7% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling