+171.0%
MCO vs TW
+206.7%
-35.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -3.8% | -4.5% | +0.7% | -1.8% |
| 30D | -0.4% | -2.3% | +1.9% | +0.6% |
| 3M | +7.7% | +2.6% | +5.1% | +5.7% |
| 6M | +7.0% | -17.5% | +24.5% | +15.3% |
| YTD | -6.4% | -5.3% | -1.1% | -5.8% |
| 1Y | -7.6% | -14.8% | +7.1% | -2.5% |
| 3Y | +43.2% | +18.8% | +24.4% | +24.8% |
| 5Y | +29.6% | +20.7% | +8.8% | +8.6% |
| All | +171.0% | +206.7% | -35.7% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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