-26.1%
STM vs MCO
+14.2%
-40.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | +12.0% | +0.5% | +11.5% | +12.3% |
| 30D | -0.4% | +9.8% | -10.2% | +5.4% |
| 3M | -13.2% | +4.3% | -17.5% | -10.2% |
| 6M | -26.1% | +16.5% | -42.5% | -10.0% |
| All | -26.1% | +14.2% | -40.3% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling