+29.5%
MCO vs URA
+132.7%
-103.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.2% |
| 7D | -3.1% | +5.7% | -8.9% | -4.1% |
| 30D | -0.5% | +5.6% | -6.1% | -1.6% |
| 3M | +5.7% | +6.2% | -0.5% | +4.1% |
| 6M | +3.0% | -8.2% | +11.3% | +3.4% |
| YTD | -6.5% | +9.7% | -16.1% | -10.4% |
| 1Y | -5.8% | +17.0% | -22.7% | -12.4% |
| 3Y | +43.1% | +118.5% | -75.4% | +8.8% |
| 5Y | +29.5% | +134.3% | -104.9% | -6.7% |
| All | +29.5% | +132.7% | -103.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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