+184.4%
SW vs MCO
+453.2%
-268.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +1.4% | +0.8% | +1.7% |
| 30D | +7.4% | +10.0% | -2.6% | +4.4% |
| 3M | -5.9% | +7.0% | -13.0% | -7.9% |
| 6M | +9.0% | +13.7% | -4.7% | +4.7% |
| YTD | +18.1% | +0.6% | +17.5% | +17.1% |
| 1Y | +28.7% | +6.2% | +22.4% | +25.5% |
| 3Y | +48.8% | +51.9% | -3.1% | +32.1% |
| 5Y | +2.5% | +37.5% | -35.0% | -9.0% |
| 10Y | +184.4% | +459.4% | -274.9% | +85.1% |
| All | +184.4% | +453.2% | -268.8% | +85.1% |
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 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