+78.7%
SO vs MCO
+36.6%
+42.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +4.7% | +9.8% | -5.1% | +3.0% |
| 3M | +1.7% | +4.3% | -2.6% | +0.8% |
| 6M | +2.2% | +16.5% | -14.3% | -0.8% |
| YTD | +10.0% | +0.1% | +9.8% | +9.4% |
| 1Y | +6.0% | +4.4% | +1.6% | +4.5% |
| 3Y | +54.1% | +51.6% | +2.5% | +37.1% |
| All | +78.7% | +36.6% | +42.1% | +52.4% |
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