+14.5%
NET vs MCO
+9.9%
+4.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.8% |
| 7D | -16.4% | +10.7% | -27.1% | -18.9% |
| 30D | -25.8% | +17.9% | -43.7% | -29.8% |
| 3M | -11.5% | +9.5% | -21.0% | -14.2% |
| 6M | +18.9% | +18.1% | +0.9% | +11.2% |
| YTD | +35.2% | +4.1% | +31.1% | +32.6% |
| 1Y | +14.5% | +9.3% | +5.1% | +11.6% |
| All | +14.5% | +9.9% | +4.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling