-73.1%
SMR vs MCO
+0.4%
-73.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | +4.4% | -4.2% | +8.6% | +4.7% |
| 30D | +3.4% | +2.2% | +1.2% | +3.2% |
| 3M | -19.2% | +10.1% | -29.3% | -21.1% |
| 6M | -22.6% | +5.3% | -27.9% | -24.7% |
| YTD | -31.5% | -2.7% | -28.8% | -36.0% |
| 1Y | -73.1% | -0.4% | -72.7% | -74.1% |
| All | -73.1% | +0.4% | -73.4% | -74.1% |
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