+35.7%
MCO vs STT
+104.1%
-68.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.5% | +4.8% | -4.3% | -1.6% |
| 30D | +9.8% | +3.9% | +5.9% | +7.9% |
| 3M | +4.3% | -8.2% | +12.4% | +8.0% |
| 6M | +16.5% | +15.6% | +0.9% | +8.4% |
| YTD | +0.1% | +37.6% | -37.5% | -14.3% |
| 1Y | +4.4% | +50.1% | -45.7% | -14.2% |
| 3Y | +51.6% | +183.1% | -131.5% | -7.2% |
| All | +35.7% | +104.1% | -68.4% | -12.3% |
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