+7,783.8%
MCO vs SUI
+3,397.9%
+4,385.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -1.7% | -3.8% | +2.1% | +0.2% |
| 30D | +9.1% | +3.9% | +5.2% | +7.0% |
| 3M | +6.2% | +0.2% | +6.0% | +5.9% |
| 6M | +12.6% | -4.2% | +16.8% | +14.6% |
| YTD | -0.2% | -2.5% | +2.4% | +0.2% |
| 1Y | +4.1% | -4.0% | +8.1% | +5.2% |
| 3Y | +50.6% | +16.5% | +34.1% | +35.2% |
| 5Y | +36.2% | -27.2% | +63.4% | +52.7% |
| 10Y | +453.9% | +119.6% | +334.3% | +252.8% |
| All | +7,783.8% | +3,397.9% | +4,385.9% | +1,555.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling