+2,017.9%
MCO vs URA
-52.4%
+2,070.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | +9.8% | -10.4% | +20.2% | +12.7% |
| 3M | +4.3% | -29.6% | +33.9% | +13.8% |
| 6M | +16.5% | -40.3% | +56.7% | +31.8% |
| YTD | +0.1% | -25.5% | +25.6% | +3.7% |
| 1Y | +4.4% | -26.4% | +30.9% | +8.1% |
| 3Y | +51.6% | +31.4% | +20.1% | +22.4% |
| 5Y | +36.7% | +28.6% | +8.1% | +6.8% |
| 10Y | +455.7% | +260.9% | +194.8% | +163.0% |
| All | +2,017.9% | -52.4% | +2,070.3% | +1,677.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling