+644.6%
STM vs MCO
+385.7%
+258.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.5% |
| 7D | -1.1% | -7.3% | +6.3% | +4.2% |
| 30D | -7.8% | -1.7% | -6.1% | -7.3% |
| 3M | -28.2% | +3.9% | -32.1% | -31.4% |
| 6M | +52.0% | +3.8% | +48.2% | +43.1% |
| YTD | +96.4% | -7.9% | +104.3% | +99.0% |
| 1Y | +98.8% | -6.8% | +105.7% | +97.5% |
| 3Y | +18.3% | +40.9% | -22.7% | -17.5% |
| 5Y | +17.7% | +27.5% | -9.8% | -12.4% |
| All | +644.6% | +385.7% | +258.8% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling