+199.9%
TER vs MCO
+0.4%
+199.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +4.2% |
| 7D | +0.6% | -4.2% | +4.8% | -1.9% |
| 30D | -8.3% | +2.2% | -10.5% | -6.7% |
| 3M | -12.2% | +10.1% | -22.3% | -6.5% |
| 6M | +17.1% | +5.3% | +11.8% | +23.1% |
| YTD | +84.7% | -2.7% | +87.4% | +84.0% |
| 1Y | +199.9% | -0.4% | +200.3% | +206.1% |
| All | +199.9% | +0.4% | +199.6% | +206.1% |
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 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