+25.6%
SW vs MCO
+4.6%
+21.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +5.0% | +9.8% | -4.8% | +2.3% |
| 3M | -13.7% | +4.3% | -17.9% | -14.7% |
| 6M | +8.0% | +16.5% | -8.4% | +4.8% |
| YTD | +14.0% | +0.1% | +13.8% | +16.1% |
| 1Y | +25.6% | +4.4% | +21.2% | +25.5% |
| All | +25.6% | +4.6% | +21.1% | +25.5% |
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