+4,335.8%
MS vs MCO
+8,036.4%
-3,700.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | -1.7% | -2.5% | +0.8% | 0.0% |
| 30D | +0.9% | +9.4% | -8.5% | -5.1% |
| 3M | -10.8% | +8.3% | -19.1% | -15.9% |
| 6M | +0.9% | +15.4% | -14.5% | -9.6% |
| YTD | +9.8% | +1.5% | +8.3% | +5.9% |
| 1Y | +17.1% | +5.4% | +11.7% | +10.0% |
| 3Y | +175.7% | +53.1% | +122.6% | +99.2% |
| 5Y | +125.9% | +39.4% | +86.4% | +68.9% |
| 10Y | +556.2% | +463.0% | +93.1% | +85.6% |
| All | +4,335.8% | +8,036.4% | -3,700.6% | +180.3% |
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 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