+1,449.6%
NET vs MCO
+144.1%
+1,305.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.3% |
| 7D | -7.0% | -4.2% | -2.8% | -3.7% |
| 30D | -4.8% | +2.2% | -7.0% | -6.5% |
| 3M | +3.8% | +10.1% | -6.3% | -5.0% |
| 6M | +50.0% | +5.3% | +44.8% | +42.6% |
| YTD | +41.5% | -2.7% | +44.2% | +41.7% |
| 1Y | +32.8% | -0.4% | +33.2% | +28.8% |
| 3Y | +335.9% | +49.0% | +286.8% | +198.1% |
| 5Y | +113.8% | +33.6% | +80.2% | +57.6% |
| All | +1,449.6% | +144.1% | +1,305.5% | +753.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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