+2.5%
SW vs MCO
+36.0%
-33.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +1.4% | +0.8% | +1.6% |
| 30D | +7.4% | +10.0% | -2.6% | +3.3% |
| 3M | -5.9% | +7.0% | -13.0% | -8.6% |
| 6M | +9.0% | +13.7% | -4.7% | +3.2% |
| YTD | +18.1% | +0.6% | +17.5% | +16.9% |
| 1Y | +28.7% | +6.2% | +22.4% | +24.3% |
| 3Y | +48.8% | +51.9% | -3.1% | +26.1% |
| 5Y | +2.5% | +37.5% | -35.0% | -17.0% |
| All | +2.5% | +36.0% | -33.5% | -17.0% |
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