+9.3%
MCO vs STZ
+14.7%
-5.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +4.6% |
| 7D | +10.7% | +13.0% | -2.3% | +10.2% |
| 30D | +17.9% | +29.4% | -11.5% | +17.5% |
| 3M | +9.5% | +11.6% | -2.1% | +8.9% |
| 6M | +18.1% | -0.2% | +18.3% | +15.7% |
| YTD | +4.1% | +8.6% | -4.4% | +0.5% |
| 1Y | +9.3% | +15.9% | -6.6% | +2.2% |
| All | +9.3% | +14.7% | -5.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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