+43.2%
MCO vs TNA
+101.9%
-58.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -3.8% | -7.3% | +3.5% | -2.4% |
| 30D | -0.4% | -14.2% | +13.8% | +2.4% |
| 3M | +7.7% | -4.6% | +12.3% | +8.2% |
| 6M | +7.0% | +36.9% | -29.9% | -1.3% |
| YTD | -6.4% | +42.5% | -49.0% | -14.9% |
| 1Y | -7.6% | +45.8% | -53.4% | -17.3% |
| 3Y | +43.2% | +104.7% | -61.4% | +13.6% |
| All | +43.2% | +101.9% | -58.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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