+28.6%
MCO vs USFR
+20.5%
+8.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -1.7% | +0.3% | -2.0% | -2.1% |
| 3M | +3.9% | +1.0% | +3.0% | +2.6% |
| 6M | +3.8% | +1.9% | +1.9% | +1.4% |
| YTD | -7.9% | +2.7% | -10.6% | -10.6% |
| 1Y | -6.8% | +4.0% | -10.9% | -10.4% |
| 3Y | +40.9% | +14.1% | +26.9% | +33.4% |
| All | +28.6% | +20.5% | +8.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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