+45.5%
SRE vs MCO
+28.6%
+16.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | -0.8% | -3.8% | +2.9% | +0.1% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | -8.3% | +7.7% | -16.0% | -10.4% |
| 6M | -8.9% | +7.0% | -15.9% | -11.1% |
| YTD | -4.3% | -6.4% | +2.1% | -3.3% |
| 1Y | +2.7% | -7.6% | +10.4% | +4.0% |
| 3Y | +28.7% | +43.2% | -14.6% | +12.4% |
| All | +45.5% | +28.6% | +16.8% | +24.0% |
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