+221.0%
TER vs MCO
-7.2%
+228.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -4.4% |
| 7D | +9.4% | -7.3% | +16.7% | +4.5% |
| 30D | -2.4% | -1.7% | -0.7% | -3.1% |
| 3M | +6.5% | +3.9% | +2.6% | +9.5% |
| 6M | +23.2% | +3.8% | +19.4% | +26.6% |
| YTD | +91.5% | -7.9% | +99.4% | +84.9% |
| All | +221.0% | -7.2% | +228.2% | +219.0% |
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