+465.1%
STM vs MCO
+453.0%
+12.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | +12.0% | +0.5% | +11.5% | +11.7% |
| 30D | -0.4% | +9.8% | -10.2% | -7.2% |
| 3M | -13.2% | +4.3% | -17.5% | -16.9% |
| 6M | -26.1% | +16.5% | -42.5% | -35.9% |
| YTD | +81.2% | +0.1% | +81.0% | +71.5% |
| 1Y | +98.3% | +4.4% | +93.9% | +81.5% |
| 3Y | +16.7% | +51.6% | -34.9% | -23.3% |
| 5Y | -4.8% | +36.7% | -41.5% | -33.1% |
| All | +465.1% | +453.0% | +12.0% | +67.0% |
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