+30.7%
MCO vs TNA
-23.3%
+54.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -3.8% | -7.3% | +3.5% | -2.1% |
| 30D | -0.4% | -14.2% | +13.8% | +3.0% |
| 3M | +7.7% | -4.6% | +12.3% | +8.3% |
| 6M | +7.0% | +36.9% | -29.9% | -2.7% |
| YTD | -6.4% | +42.5% | -49.0% | -16.3% |
| 1Y | -7.6% | +45.8% | -53.4% | -19.0% |
| 3Y | +43.2% | +104.7% | -61.4% | +4.4% |
| All | +30.7% | -23.3% | +54.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling