+404.5%
TSM vs MCO
+42.6%
+361.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | +1.0% | -3.8% | +4.8% | +2.1% |
| 30D | +1.0% | -0.4% | +1.3% | +0.8% |
| 3M | +2.9% | +7.7% | -4.8% | -0.6% |
| 6M | +22.8% | +7.0% | +15.8% | +18.6% |
| YTD | +43.3% | -6.4% | +49.7% | +45.8% |
| 1Y | +69.2% | -7.6% | +76.8% | +72.8% |
| 3Y | +404.5% | +43.2% | +361.3% | +299.3% |
| All | +404.5% | +42.6% | +361.9% | +299.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling