-4.6%
STM vs MCO
+36.6%
-41.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | -13.2% | +4.3% | -17.5% | -16.1% |
| 6M | -26.1% | +16.5% | -42.5% | -34.3% |
| YTD | +81.2% | +0.1% | +81.0% | +75.1% |
| 1Y | +98.3% | +4.4% | +93.9% | +85.5% |
| 3Y | +16.7% | +51.6% | -34.9% | -22.4% |
| All | -4.6% | +36.6% | -41.2% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling