+7,285.0%
STRL vs MCO
+393.6%
+6,891.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.7% |
| 7D | +5.0% | -3.8% | +8.8% | +6.8% |
| 30D | -6.9% | -0.4% | -6.5% | -7.2% |
| 3M | -39.1% | +7.7% | -46.8% | -42.1% |
| 6M | +21.5% | +7.0% | +14.5% | +14.9% |
| YTD | +66.9% | -6.4% | +73.3% | +66.5% |
| 1Y | +61.6% | -7.6% | +69.3% | +61.2% |
| 3Y | +560.0% | +43.2% | +516.8% | +425.0% |
| 5Y | +2,238.9% | +29.6% | +2,209.3% | +1,803.5% |
| All | +7,285.0% | +393.6% | +6,891.4% | +3,251.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling