-85.6%
SMR vs MCO
+9.9%
-95.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.9% | -9.4% | -4.7% |
| 7D | -9.5% | +10.7% | -20.2% | -10.2% |
| 30D | -33.2% | +17.9% | -51.1% | -34.1% |
| 3M | -45.9% | +9.5% | -55.4% | -46.5% |
| 6M | -57.9% | +18.1% | -75.9% | -60.0% |
| YTD | -63.8% | +4.1% | -67.9% | -67.2% |
| 1Y | -85.6% | +9.3% | -94.9% | -87.3% |
| All | -85.6% | +9.9% | -95.5% | -87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling