+7,581.3%
MCO vs SUI
+3,422.8%
+4,158.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -4.2% | -2.8% | -1.3% | -2.8% |
| 30D | +2.2% | -1.2% | +3.4% | +2.7% |
| 3M | +10.1% | -1.7% | +11.9% | +10.9% |
| 6M | +5.3% | -10.5% | +15.7% | +10.7% |
| YTD | -2.7% | -1.8% | -0.9% | -2.6% |
| 1Y | -0.4% | -4.1% | +3.7% | +0.8% |
| 3Y | +49.0% | +11.3% | +37.8% | +36.6% |
| 5Y | +33.6% | -32.1% | +65.7% | +55.1% |
| 10Y | +395.3% | +110.4% | +284.9% | +221.8% |
| All | +7,581.3% | +3,422.8% | +4,158.6% | +1,509.7% |
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