+4,936.0%
MS vs MCO
+7,698.6%
-2,762.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.7% |
| 7D | +1.4% | -4.2% | +5.5% | +4.2% |
| 30D | -0.3% | +2.2% | -2.4% | -1.9% |
| 3M | +0.3% | +10.1% | -9.8% | -6.9% |
| 6M | +31.3% | +5.3% | +26.1% | +25.1% |
| YTD | +24.7% | -2.7% | +27.4% | +24.1% |
| 1Y | +47.9% | -0.4% | +48.3% | +44.0% |
| 3Y | +178.3% | +49.0% | +129.3% | +105.4% |
| 5Y | +144.9% | +33.6% | +111.3% | +88.6% |
| 10Y | +804.5% | +395.3% | +409.2% | +179.1% |
| All | +4,936.0% | +7,698.6% | -2,762.6% | +228.5% |
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