+40.9%
MCO vs WAT
+52.2%
-11.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -7.3% | -2.9% | -4.4% | -6.6% |
| 30D | -1.7% | -3.2% | +1.5% | -0.9% |
| 3M | +3.9% | +10.6% | -6.7% | +1.1% |
| 6M | +3.8% | +34.0% | -30.2% | -4.5% |
| YTD | -7.9% | +5.7% | -13.6% | -10.2% |
| 1Y | -6.8% | +37.1% | -43.9% | -15.7% |
| All | +40.9% | +52.2% | -11.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling