+13,957.4%
TSM vs MCO
+5,937.3%
+8,020.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.8% | +3.4% |
| 7D | +6.0% | -2.7% | +8.8% | +7.1% |
| 30D | +4.5% | +0.9% | +3.6% | +3.8% |
| 3M | +3.1% | +8.7% | -5.6% | -1.4% |
| 6M | +30.2% | +2.4% | +27.8% | +27.2% |
| YTD | +45.2% | -5.2% | +50.4% | +45.3% |
| 1Y | +79.6% | -4.4% | +83.9% | +78.0% |
| 3Y | +411.0% | +45.1% | +365.9% | +322.3% |
| 5Y | +290.7% | +31.5% | +259.2% | +233.0% |
| 10Y | +1,753.6% | +380.7% | +1,372.9% | +820.6% |
| All | +13,957.4% | +5,937.3% | +8,020.1% | +1,642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling