+61.6%
STRL vs MCO
-5.7%
+67.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +6.0% |
| 7D | +5.0% | -3.8% | +8.8% | +3.4% |
| 30D | -6.9% | -0.4% | -6.5% | -7.0% |
| 3M | -39.1% | +7.7% | -46.8% | -37.4% |
| 6M | +21.5% | +7.0% | +14.5% | +25.1% |
| YTD | +66.9% | -6.4% | +73.3% | +65.8% |
| 1Y | +61.6% | -7.6% | +69.3% | +54.2% |
| All | +61.6% | -5.7% | +67.3% | +54.2% |
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