+803.2%
MS vs MCO
+377.3%
+425.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.5% |
| 7D | +1.7% | -3.1% | +4.8% | +3.7% |
| 30D | 0.0% | -0.5% | +0.5% | +0.1% |
| 3M | +3.0% | +5.7% | -2.7% | -1.7% |
| 6M | +35.7% | +3.0% | +32.7% | +31.1% |
| YTD | +23.3% | -6.5% | +29.8% | +26.0% |
| 1Y | +44.7% | -5.8% | +50.4% | +46.2% |
| 3Y | +178.0% | +43.1% | +134.9% | +110.3% |
| 5Y | +143.2% | +29.5% | +113.7% | +91.5% |
| 10Y | +803.2% | +388.8% | +414.4% | +196.0% |
| All | +803.2% | +377.3% | +425.9% | +196.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling