+622.9%
MCO vs USFR
+27.6%
+595.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.5% | +0.3% | -0.8% | -0.7% |
| 3M | +5.7% | +1.0% | +4.7% | +5.3% |
| 6M | +3.0% | +1.9% | +1.1% | +2.2% |
| YTD | -6.5% | +2.7% | -9.1% | -7.5% |
| 1Y | -5.8% | +4.0% | -9.7% | -7.3% |
| 3Y | +43.1% | +14.0% | +29.1% | +35.8% |
| 5Y | +29.5% | +20.4% | +9.1% | +20.2% |
| 10Y | +388.8% | +28.0% | +360.8% | +344.4% |
| All | +622.9% | +27.6% | +595.3% | +561.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling