+86.2%
SU vs MCO
+9.9%
+76.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.9% | -9.4% | -3.5% |
| 7D | -7.1% | +10.7% | -17.8% | -5.2% |
| 30D | +4.8% | +17.9% | -13.1% | +8.1% |
| 3M | +12.5% | +9.5% | +3.0% | +14.5% |
| 6M | +6.5% | +18.1% | -11.6% | +9.8% |
| YTD | +65.8% | +4.1% | +61.7% | +68.6% |
| 1Y | +86.2% | +9.3% | +76.8% | +91.5% |
| All | +86.2% | +9.9% | +76.3% | +91.5% |
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