-52.3%
TEAM vs MCO
+26.6%
-78.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +2.6% |
| 7D | -7.8% | -7.3% | -0.4% | -0.1% |
| 30D | +16.5% | -1.7% | +18.3% | +18.8% |
| 3M | +96.2% | +3.9% | +92.2% | +90.1% |
| 6M | +130.2% | +3.8% | +126.4% | +124.6% |
| YTD | +10.7% | -7.9% | +18.7% | +20.9% |
| 1Y | +3.0% | -6.8% | +9.9% | +10.3% |
| 3Y | -13.1% | +40.9% | -54.0% | -44.5% |
| All | -52.3% | +26.6% | -78.9% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling