-9.1%
MCO vs STT
+77.0%
-86.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -7.3% | -1.4% | -6.0% | -6.9% |
| 30D | -1.7% | +2.2% | -3.9% | -2.4% |
| 3M | +3.9% | +18.8% | -14.9% | -2.1% |
| 6M | +3.8% | +57.9% | -54.1% | -11.8% |
| YTD | -7.9% | +51.0% | -58.9% | -20.5% |
| All | -9.1% | +77.0% | -86.1% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling