+68.5%
STRL vs MCO
+0.4%
+68.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +4.9% |
| 7D | +3.4% | -4.2% | +7.5% | +1.7% |
| 30D | -9.2% | +2.2% | -11.4% | -8.3% |
| 3M | -51.0% | +10.1% | -61.2% | -49.1% |
| 6M | +15.8% | +5.3% | +10.5% | +19.6% |
| YTD | +58.9% | -2.7% | +61.6% | +60.9% |
| 1Y | +68.5% | -0.4% | +68.9% | +70.8% |
| All | +68.5% | +0.4% | +68.2% | +70.8% |
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