+380.3%
MCO vs TRU
+147.2%
+233.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -3.8% | -2.7% | -1.0% | -2.5% |
| 30D | -0.4% | -2.0% | +1.6% | +0.5% |
| 3M | +7.7% | +18.4% | -10.7% | -1.2% |
| 6M | +7.0% | +8.9% | -1.9% | +1.6% |
| YTD | -6.4% | -8.9% | +2.5% | -3.8% |
| 1Y | -7.6% | -15.9% | +8.2% | -2.2% |
| 3Y | +43.2% | -1.1% | +44.3% | +30.7% |
| 5Y | +29.6% | -35.2% | +64.8% | +45.7% |
| All | +380.3% | +147.2% | +233.1% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling