+118.2%
SRE vs MCO
+393.6%
-275.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.4% |
| 7D | -0.8% | -3.8% | +2.9% | +0.5% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | -8.3% | +7.7% | -16.0% | -11.1% |
| 6M | -8.9% | +7.0% | -15.9% | -11.9% |
| YTD | -4.3% | -6.4% | +2.1% | -3.5% |
| 1Y | +2.7% | -7.6% | +10.4% | +3.8% |
| 3Y | +28.7% | +43.2% | -14.6% | +8.0% |
| 5Y | +47.1% | +29.6% | +17.6% | +25.4% |
| All | +118.2% | +393.6% | -275.4% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling