+2,800.3%
MSCI vs MCO
+1,501.4%
+1,298.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | +17.8% | +9.8% | +8.0% | +11.7% |
| 3M | +15.2% | +4.3% | +10.9% | +12.4% |
| 6M | +16.5% | +16.5% | 0.0% | +7.0% |
| YTD | +16.4% | +0.1% | +16.2% | +16.2% |
| 1Y | +16.8% | +4.4% | +12.4% | +13.9% |
| 3Y | +35.8% | +51.6% | -15.8% | +6.6% |
| 5Y | +7.0% | +36.7% | -29.7% | -10.6% |
| 10Y | +818.6% | +455.7% | +362.9% | +299.8% |
| All | +2,800.3% | +1,501.4% | +1,298.9% | +547.0% |
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