-25.9%
STRL vs MCO
+9.9%
-35.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.9% | -26.4% | -18.7% |
| 7D | -27.1% | +10.7% | -37.8% | -22.7% |
| 30D | -45.8% | +17.9% | -63.7% | -41.0% |
| 3M | -47.6% | +9.5% | -57.1% | -44.5% |
| 6M | -46.4% | +18.1% | -64.5% | -41.3% |
| YTD | -7.4% | +4.1% | -11.5% | -3.0% |
| 1Y | -25.9% | +9.3% | -35.2% | -19.5% |
| All | -25.9% | +9.9% | -35.8% | -19.5% |
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