+7,809.3%
MCO vs STT
+3,515.9%
+4,293.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.5% | +4.8% | -4.3% | -1.2% |
| 30D | +9.8% | +3.9% | +5.9% | +8.2% |
| 3M | +4.3% | -8.2% | +12.4% | +7.4% |
| 6M | +16.5% | +15.6% | +0.9% | +9.8% |
| YTD | +0.1% | +37.6% | -37.5% | -11.8% |
| 1Y | +4.4% | +50.1% | -45.7% | -11.0% |
| 3Y | +51.6% | +183.1% | -131.5% | +1.4% |
| 5Y | +36.7% | +104.8% | -68.2% | +0.2% |
| 10Y | +455.7% | +201.9% | +253.8% | +231.1% |
| All | +7,809.3% | +3,515.9% | +4,293.5% | +2,228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling