+2,897.4%
MCO vs STLA
+245.5%
+2,651.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -7.3% | -3.8% | -3.5% | -6.6% |
| 30D | -1.7% | -3.1% | +1.4% | -1.2% |
| 3M | +3.9% | -19.6% | +23.6% | +8.3% |
| 6M | +3.8% | -23.5% | +27.3% | +8.6% |
| YTD | -7.9% | -51.5% | +43.6% | +5.1% |
| 1Y | -6.8% | -39.7% | +32.8% | +0.3% |
| 3Y | +40.9% | -66.3% | +107.3% | +67.5% |
| 5Y | +27.5% | -63.1% | +90.6% | +45.5% |
| 10Y | +381.4% | +48.5% | +332.9% | +311.6% |
| All | +2,897.4% | +245.5% | +2,651.9% | +2,535.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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