+70.3%
T vs MCO
+393.6%
-323.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | +1.5% | -3.8% | +5.2% | +2.6% |
| 30D | +7.5% | -0.4% | +7.9% | +7.6% |
| 3M | +14.8% | +7.7% | +7.1% | +12.2% |
| 6M | -1.7% | +7.0% | -8.7% | -4.1% |
| YTD | +8.7% | -6.4% | +15.1% | +9.6% |
| 1Y | -7.5% | -7.6% | +0.2% | -6.5% |
| 3Y | +110.2% | +43.2% | +67.0% | +81.5% |
| 5Y | +71.6% | +29.6% | +42.1% | +49.8% |
| All | +70.3% | +393.6% | -323.4% | -6.7% |
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