+31.5%
MCO vs SUI
-32.1%
+63.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.8% |
| 7D | -2.7% | -3.1% | +0.4% | -1.3% |
| 30D | +0.9% | -2.3% | +3.3% | +2.0% |
| 3M | +8.7% | -2.8% | +11.5% | +10.0% |
| 6M | +2.4% | -12.4% | +14.8% | +8.7% |
| YTD | -5.2% | -3.3% | -1.9% | -4.4% |
| 1Y | -4.4% | -5.8% | +1.4% | -2.4% |
| 3Y | +45.1% | +12.5% | +32.6% | +30.6% |
| 5Y | +31.5% | -32.9% | +64.3% | +56.8% |
| All | +31.5% | -32.1% | +63.6% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling