+380.3%
MCO vs STT
+271.9%
+108.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -3.8% | -0.4% | -3.3% | -3.6% |
| 30D | -0.4% | +1.7% | -2.1% | -1.2% |
| 3M | +7.7% | +17.9% | -10.2% | +0.1% |
| 6M | +7.0% | +55.3% | -48.3% | -12.0% |
| YTD | -6.4% | +52.7% | -59.1% | -22.6% |
| 1Y | -7.6% | +75.7% | -83.3% | -28.3% |
| 3Y | +43.2% | +197.9% | -154.7% | -12.0% |
| 5Y | +29.6% | +158.8% | -129.2% | -18.8% |
| All | +380.3% | +271.9% | +108.3% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling