+99.1%
STM vs MCO
-5.7%
+104.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.9% |
| 7D | -1.4% | -3.8% | +2.4% | -2.2% |
| 30D | -4.9% | -0.4% | -4.5% | -5.0% |
| 3M | -34.0% | +7.7% | -41.7% | -32.7% |
| 6M | +51.8% | +7.0% | +44.8% | +53.5% |
| YTD | +99.4% | -6.4% | +105.8% | +105.1% |
| 1Y | +99.1% | -7.6% | +106.7% | +102.2% |
| All | +99.1% | -5.7% | +104.7% | +102.2% |
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