+388.8%
MCO vs SUI
+104.7%
+284.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -3.1% | -4.3% | +1.1% | -0.9% |
| 30D | -0.5% | -2.1% | +1.6% | +0.5% |
| 3M | +5.7% | -6.1% | +11.8% | +9.0% |
| 6M | +3.0% | -12.8% | +15.8% | +10.1% |
| YTD | -6.5% | -4.6% | -1.8% | -4.9% |
| 1Y | -5.8% | -7.7% | +1.9% | -2.7% |
| 3Y | +43.1% | +10.9% | +32.2% | +29.8% |
| 5Y | +29.5% | -32.4% | +61.9% | +53.1% |
| 10Y | +388.8% | +105.7% | +283.1% | +287.0% |
| All | +388.8% | +104.7% | +284.1% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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