+3,248.1%
MCO vs TNA
+913.2%
+2,334.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.6% |
| 7D | -7.3% | -7.6% | +0.3% | -5.2% |
| 30D | -1.7% | -13.6% | +11.9% | +2.4% |
| 3M | +3.9% | +2.8% | +1.1% | +2.1% |
| 6M | +3.8% | +34.5% | -30.7% | -7.3% |
| YTD | -7.9% | +41.0% | -48.9% | -19.6% |
| 1Y | -6.8% | +52.0% | -58.9% | -21.8% |
| 3Y | +40.9% | +103.5% | -62.5% | -3.2% |
| 5Y | +27.5% | -22.5% | +50.0% | +4.2% |
| 10Y | +381.4% | +81.9% | +299.5% | +113.3% |
| All | +3,248.1% | +913.2% | +2,334.9% | +346.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling