+144.8%
MS vs MCO
+31.5%
+113.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.7% |
| 7D | +2.5% | -2.7% | +5.2% | +4.0% |
| 30D | 0.0% | +0.9% | -1.0% | -0.7% |
| 3M | +2.4% | +8.7% | -6.2% | -3.1% |
| 6M | +36.4% | +2.4% | +34.0% | +33.0% |
| YTD | +23.8% | -5.2% | +29.0% | +25.6% |
| 1Y | +48.6% | -4.4% | +53.0% | +49.2% |
| 3Y | +179.1% | +45.1% | +134.0% | +118.3% |
| 5Y | +144.8% | +31.5% | +113.3% | +91.2% |
| All | +144.8% | +31.5% | +113.4% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling