+43.2%
MCO vs TSLQ
-95.6%
+138.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -3.8% | -6.6% | +2.8% | -4.2% |
| 30D | -0.4% | -24.3% | +23.9% | -1.8% |
| 3M | +7.7% | -3.6% | +11.3% | +8.5% |
| 6M | +7.0% | -12.0% | +18.9% | +7.7% |
| YTD | -6.4% | +1.4% | -7.8% | -4.5% |
| 1Y | -7.6% | -43.6% | +35.9% | -8.8% |
| 3Y | +43.2% | -95.4% | +138.6% | +42.4% |
| All | +43.2% | -95.6% | +138.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling