+20,566.7%
MSFT vs MCO
+7,504.3%
+13,062.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.2% |
| 7D | -1.4% | -2.7% | +1.3% | -0.4% |
| 30D | -1.0% | +0.9% | -2.0% | -1.4% |
| 3M | +20.2% | +8.7% | +11.5% | +16.4% |
| 6M | +21.3% | +2.4% | +18.8% | +19.9% |
| YTD | +2.8% | -5.2% | +7.9% | +4.0% |
| 1Y | 0.0% | -4.4% | +4.3% | +0.5% |
| 3Y | +51.2% | +45.1% | +6.1% | +28.8% |
| 5Y | +71.4% | +31.5% | +40.0% | +51.0% |
| 10Y | +868.6% | +380.7% | +487.9% | +453.4% |
| All | +20,566.7% | +7,504.3% | +13,062.4% | +3,874.0% |
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