+7,389.9%
MCO vs STZ
+3,398.6%
+3,991.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | -1.0% |
| 7D | -2.7% | -7.4% | +4.7% | -0.7% |
| 30D | +0.9% | -10.9% | +11.8% | +4.0% |
| 3M | +8.7% | -13.4% | +22.1% | +12.7% |
| 6M | +2.4% | -16.2% | +18.6% | +6.6% |
| YTD | -5.2% | -10.4% | +5.3% | -3.7% |
| 1Y | -4.4% | -14.8% | +10.4% | -1.8% |
| 3Y | +45.1% | -50.1% | +95.3% | +70.5% |
| 5Y | +31.5% | -38.8% | +70.3% | +45.8% |
| 10Y | +380.7% | -14.1% | +394.8% | +376.8% |
| All | +7,389.9% | +3,398.6% | +3,991.3% | +3,637.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling