+119.9%
MS vs MCO
+37.7%
+82.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.5% |
| 7D | +0.7% | +1.0% | -0.3% | +0.3% |
| 30D | -0.9% | +10.1% | -11.0% | -6.1% |
| 3M | -13.0% | +7.2% | -20.2% | -16.5% |
| 6M | -2.0% | +13.8% | -15.7% | -9.9% |
| YTD | +7.8% | +0.7% | +7.1% | +5.6% |
| 1Y | +17.9% | +5.6% | +12.2% | +12.1% |
| 3Y | +174.8% | +54.1% | +120.7% | +107.1% |
| 5Y | +119.9% | +36.0% | +83.9% | +69.3% |
| All | +119.9% | +37.7% | +82.1% | +69.3% |
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