+7,285.9%
MCO vs TSN
+426.0%
+6,860.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -3.1% | -7.3% | +4.1% | -1.5% |
| 30D | -0.5% | -8.6% | +8.1% | +1.5% |
| 3M | +5.7% | -7.5% | +13.2% | +7.5% |
| 6M | +3.0% | -14.1% | +17.2% | +6.2% |
| YTD | -6.5% | -9.4% | +3.0% | -4.9% |
| 1Y | -5.8% | -4.1% | -1.7% | -5.7% |
| 3Y | +43.1% | +10.3% | +32.8% | +37.3% |
| 5Y | +29.5% | -19.7% | +49.2% | +32.5% |
| 10Y | +388.8% | -7.0% | +395.8% | +365.7% |
| All | +7,285.9% | +426.0% | +6,860.0% | +3,917.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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