+9.3%
MCO vs TRI
-22.4%
+31.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.4% | -1.5% | +3.0% |
| 7D | +10.7% | +1.0% | +9.7% | +10.1% |
| 30D | +17.9% | +20.8% | -2.9% | +11.2% |
| 3M | +9.5% | +8.1% | +1.4% | +6.1% |
| 6M | +18.1% | +24.2% | -6.1% | +8.4% |
| YTD | +4.1% | -7.8% | +11.9% | +10.3% |
| 1Y | +9.3% | -16.7% | +26.0% | +19.7% |
| All | +9.3% | -22.4% | +31.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling