+872.1%
MSFT vs MCO
+385.7%
+486.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | -3.5% | -7.3% | +3.9% | +0.9% |
| 30D | -2.1% | -1.7% | -0.4% | -1.1% |
| 3M | +24.2% | +3.9% | +20.2% | +21.0% |
| 6M | +21.9% | +3.8% | +18.0% | +18.5% |
| YTD | +2.5% | -7.9% | +10.4% | +5.9% |
| 1Y | -0.8% | -6.8% | +6.1% | +1.2% |
| 3Y | +50.8% | +40.9% | +9.8% | +14.9% |
| 5Y | +73.5% | +27.5% | +46.0% | +38.5% |
| All | +872.1% | +385.7% | +486.3% | +277.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling