+179.1%
MS vs MCO
+44.0%
+135.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.7% |
| 7D | +2.5% | -2.7% | +5.2% | +3.9% |
| 30D | 0.0% | +0.9% | -1.0% | -0.7% |
| 3M | +2.4% | +8.7% | -6.2% | -3.2% |
| 6M | +36.4% | +2.4% | +34.0% | +33.1% |
| YTD | +23.8% | -5.2% | +29.0% | +26.0% |
| 1Y | +48.6% | -4.4% | +53.0% | +49.6% |
| 3Y | +179.1% | +45.1% | +134.0% | +108.6% |
| All | +179.1% | +44.0% | +135.2% | +108.6% |
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