+30.7%
MCO vs WAT
-3.5%
+34.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.1% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -0.4% | -1.9% | +1.5% | +0.2% |
| 3M | +7.7% | +13.5% | -5.8% | +2.8% |
| 6M | +7.0% | +37.2% | -30.3% | -5.2% |
| YTD | -6.4% | +7.5% | -13.9% | -10.0% |
| 1Y | -7.6% | +35.0% | -42.7% | -18.9% |
| 3Y | +43.2% | +55.1% | -11.9% | +11.6% |
| All | +30.7% | -3.5% | +34.2% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling