+494.4%
TEAM vs MCO
+393.6%
+100.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -1.2% |
| 7D | -5.2% | -3.8% | -1.4% | -2.4% |
| 30D | +15.8% | -0.4% | +16.2% | +16.3% |
| 3M | +101.5% | +7.7% | +93.7% | +92.0% |
| 6M | +138.2% | +7.0% | +131.2% | +129.5% |
| YTD | +10.8% | -6.4% | +17.2% | +17.3% |
| 1Y | +1.7% | -7.6% | +9.3% | +8.3% |
| 3Y | -16.0% | +43.2% | -59.3% | -35.8% |
| 5Y | -52.7% | +29.6% | -82.3% | -61.1% |
| All | +494.4% | +393.6% | +100.8% | +118.4% |
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