+7,389.9%
MCO vs STT
+3,879.0%
+3,510.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -2.7% | +2.2% | -4.9% | -3.5% |
| 30D | +0.9% | +3.9% | -3.0% | -0.6% |
| 3M | +8.7% | +19.2% | -10.5% | +1.5% |
| 6M | +2.4% | +60.4% | -58.0% | -14.6% |
| YTD | -5.2% | +51.5% | -56.6% | -19.3% |
| 1Y | -4.4% | +76.3% | -80.7% | -23.3% |
| 3Y | +45.1% | +200.7% | -155.6% | -5.0% |
| 5Y | +31.5% | +157.5% | -126.0% | -11.4% |
| 10Y | +380.7% | +262.0% | +118.8% | +168.2% |
| All | +7,389.9% | +3,879.0% | +3,510.9% | +2,030.5% |
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