+9,229.6%
SU vs MCO
+7,284.8%
+1,944.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +1.7% | -7.3% | +9.0% | +4.0% |
| 30D | +9.6% | -1.7% | +11.3% | +10.0% |
| 3M | +11.7% | +3.9% | +7.8% | +9.8% |
| 6M | +21.9% | +3.8% | +18.1% | +19.3% |
| YTD | +58.6% | -7.9% | +66.5% | +60.0% |
| 1Y | +66.5% | -6.8% | +73.4% | +66.8% |
| 3Y | +121.4% | +40.9% | +80.5% | +91.6% |
| 5Y | +355.7% | +27.5% | +328.2% | +299.7% |
| 10Y | +264.2% | +381.4% | -117.2% | +108.8% |
| All | +9,229.6% | +7,284.8% | +1,944.8% | +3,266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling