+2,344.3%
MCO vs TRI
+509.5%
+1,834.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.6% |
| 7D | -3.8% | -7.9% | +4.1% | +1.0% |
| 30D | -0.4% | -4.5% | +4.1% | +1.9% |
| 3M | +7.7% | +22.1% | -14.4% | -7.2% |
| 6M | +7.0% | -2.8% | +9.8% | +4.2% |
| YTD | -6.4% | -23.4% | +17.0% | +3.9% |
| 1Y | -7.6% | -41.5% | +33.9% | +21.5% |
| 3Y | +43.2% | -19.2% | +62.4% | +48.8% |
| 5Y | +29.6% | -9.4% | +39.0% | +24.5% |
| 10Y | +389.2% | +195.6% | +193.7% | +119.0% |
| All | +2,344.3% | +509.5% | +1,834.8% | +608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling