+57.8%
SO vs MCO
+28.6%
+29.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.1% | -3.8% | +2.7% | -0.4% |
| 30D | -5.0% | -0.4% | -4.6% | -5.0% |
| 3M | -5.8% | +7.7% | -13.5% | -7.1% |
| 6M | -7.9% | +7.0% | -14.9% | -9.4% |
| YTD | +2.4% | -6.4% | +8.8% | +3.1% |
| 1Y | -2.3% | -7.6% | +5.4% | -1.5% |
| 3Y | +41.9% | +43.2% | -1.4% | +27.6% |
| All | +57.8% | +28.6% | +29.1% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling