+27.5%
MCO vs TAP
-2.6%
+30.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -7.3% | -5.3% | -2.1% | -6.2% |
| 30D | -1.7% | -7.4% | +5.7% | 0.0% |
| 3M | +3.9% | -4.9% | +8.8% | +5.0% |
| 6M | +3.8% | -14.2% | +18.0% | +7.0% |
| YTD | -7.9% | -14.8% | +6.9% | -5.6% |
| 1Y | -6.8% | -18.1% | +11.2% | -3.7% |
| 3Y | +40.9% | -32.7% | +73.7% | +51.6% |
| 5Y | +27.5% | -0.5% | +28.0% | +27.5% |
| All | +27.5% | -2.6% | +30.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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