+7,291.9%
MCO vs NTRS
+3,918.8%
+3,373.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.1% |
| 7D | -3.8% | +1.4% | -5.1% | -4.4% |
| 30D | -0.4% | -0.7% | +0.3% | -0.2% |
| 3M | +7.7% | +11.3% | -3.6% | +2.4% |
| 6M | +7.0% | +35.5% | -28.5% | -7.3% |
| YTD | -6.4% | +40.6% | -47.0% | -20.4% |
| 1Y | -7.6% | +49.2% | -56.8% | -23.8% |
| 3Y | +43.2% | +167.2% | -124.0% | -10.6% |
| 5Y | +29.6% | +94.9% | -65.4% | -9.3% |
| 10Y | +389.2% | +259.5% | +129.8% | +147.0% |
| All | +7,291.9% | +3,918.8% | +3,373.0% | +2,010.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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