+2,417.1%
MSCI vs MCO
+1,455.2%
+961.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.9% |
| 7D | +0.4% | -4.2% | +4.5% | +2.8% |
| 30D | +0.6% | +2.2% | -1.6% | -0.7% |
| 3M | -7.1% | +10.1% | -17.2% | -11.9% |
| 6M | +0.8% | +5.3% | -4.4% | -2.0% |
| YTD | +1.0% | -2.7% | +3.7% | +2.5% |
| 1Y | +4.3% | -0.4% | +4.7% | +4.4% |
| 3Y | +9.9% | +49.0% | -39.1% | -12.9% |
| 5Y | -6.8% | +33.6% | -40.4% | -21.0% |
| 10Y | +614.7% | +395.3% | +219.3% | +228.1% |
| All | +2,417.1% | +1,455.2% | +961.9% | +470.9% |
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