+29.5%
MCO vs STT
+158.4%
-128.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.1% | +1.0% | -4.1% | -3.5% |
| 30D | -0.5% | +2.8% | -3.3% | -1.8% |
| 3M | +5.7% | +18.1% | -12.4% | -2.2% |
| 6M | +3.0% | +59.2% | -56.2% | -16.9% |
| YTD | -6.5% | +51.5% | -57.9% | -23.0% |
| 1Y | -5.8% | +75.7% | -81.4% | -27.7% |
| 3Y | +43.1% | +200.8% | -157.7% | -14.0% |
| 5Y | +29.5% | +155.8% | -126.3% | -23.0% |
| All | +29.5% | +158.4% | -128.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling