+35.7%
MCO vs URA
+25.6%
+10.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.5% | -1.5% | +2.0% | +0.7% |
| 30D | +9.8% | -10.4% | +20.2% | +11.8% |
| 3M | +4.3% | -29.6% | +33.9% | +10.6% |
| 6M | +16.5% | -40.3% | +56.7% | +26.8% |
| YTD | +0.1% | -25.5% | +25.6% | +2.1% |
| 1Y | +4.4% | -26.4% | +30.9% | +6.4% |
| 3Y | +51.6% | +31.4% | +20.1% | +23.4% |
| All | +35.7% | +25.6% | +10.1% | +6.3% |
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