+40.9%
MCO vs TECH
+1.2%
+39.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -7.3% | -0.5% | -6.8% | -7.2% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | +3.9% | +37.4% | -33.5% | -3.3% |
| 6M | +3.8% | +36.9% | -33.1% | -4.2% |
| YTD | -7.9% | +23.1% | -31.0% | -13.2% |
| 1Y | -6.8% | +42.2% | -49.1% | -15.7% |
| All | +40.9% | +1.2% | +39.8% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 3y: compounded portfolio wealth divided by compounded TECH 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…
3y analysis · Full analysis span regression · 6 months rolling