+96.5%
STM vs MCO
+9.9%
+86.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.9% | -11.0% | -4.7% |
| 7D | -6.0% | +10.7% | -16.7% | -3.4% |
| 30D | -20.9% | +17.9% | -38.8% | -17.5% |
| 3M | -15.8% | +9.5% | -25.2% | -13.3% |
| 6M | -17.0% | +18.1% | -35.1% | -13.3% |
| YTD | +76.8% | +4.1% | +72.7% | +94.2% |
| 1Y | +96.5% | +9.3% | +87.2% | +109.7% |
| All | +96.5% | +9.9% | +86.6% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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