+2,273.4%
STM vs MCO
+8,342.0%
-6,068.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.7% |
| 7D | +5.2% | -2.7% | +7.9% | +6.6% |
| 30D | -7.4% | +0.9% | -8.3% | -8.2% |
| 3M | -30.6% | +8.7% | -39.3% | -34.3% |
| 6M | +66.4% | +2.4% | +64.0% | +60.8% |
| YTD | +101.1% | -5.2% | +106.3% | +100.3% |
| 1Y | +97.4% | -4.4% | +101.7% | +94.4% |
| 3Y | +21.1% | +45.1% | -24.0% | -4.2% |
| 5Y | +22.5% | +31.5% | -9.0% | +2.2% |
| 10Y | +657.6% | +380.7% | +276.9% | +248.9% |
| All | +2,273.4% | +8,342.0% | -6,068.6% | +185.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling