+197.3%
MKSI vs MCO
+42.6%
+154.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.4% |
| 7D | +2.7% | -3.8% | +6.5% | +4.4% |
| 30D | -12.8% | -0.4% | -12.4% | -13.1% |
| 3M | -22.5% | +7.7% | -30.2% | -27.2% |
| 6M | +19.4% | +7.0% | +12.4% | +11.5% |
| YTD | +67.7% | -6.4% | +74.1% | +70.3% |
| 1Y | +131.4% | -7.6% | +139.0% | +135.4% |
| 3Y | +197.3% | +43.2% | +154.1% | +115.2% |
| All | +197.3% | +42.6% | +154.7% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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