+2,222.5%
MKSI vs MCO
+4,451.5%
-2,228.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.3% |
| 7D | +2.7% | -3.8% | +6.5% | +4.7% |
| 30D | -12.8% | -0.4% | -12.4% | -13.1% |
| 3M | -22.5% | +7.7% | -30.2% | -26.8% |
| 6M | +19.4% | +7.0% | +12.4% | +12.4% |
| YTD | +67.7% | -6.4% | +74.1% | +67.1% |
| 1Y | +131.4% | -7.6% | +139.0% | +130.3% |
| 3Y | +197.3% | +43.2% | +154.1% | +138.4% |
| 5Y | +87.0% | +29.6% | +57.4% | +59.0% |
| 10Y | +522.1% | +389.2% | +132.9% | +192.1% |
| All | +2,222.5% | +4,451.5% | -2,228.9% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling