+211.9%
TER vs MCO
+26.7%
+185.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.7% |
| 7D | +9.4% | -7.3% | +16.7% | +13.6% |
| 30D | -2.4% | -1.7% | -0.7% | -2.2% |
| 3M | +6.5% | +3.9% | +2.6% | +0.8% |
| 6M | +23.2% | +3.8% | +19.4% | +15.4% |
| YTD | +91.5% | -7.9% | +99.4% | +90.9% |
| 1Y | +214.8% | -6.8% | +221.7% | +207.0% |
| 3Y | +275.3% | +40.9% | +234.4% | +152.0% |
| 5Y | +211.9% | +27.5% | +184.4% | +128.5% |
| All | +211.9% | +26.7% | +185.2% | +128.5% |
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