+2,125.4%
STRL vs MCO
+29.3%
+2,096.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +8.2% | -3.1% | +11.4% | +9.3% |
| 30D | -6.3% | -0.5% | -5.8% | -6.5% |
| 3M | -41.2% | +5.7% | -46.9% | -43.3% |
| 6M | +20.4% | +3.0% | +17.3% | +16.6% |
| YTD | +61.7% | -6.5% | +68.2% | +62.2% |
| 1Y | +72.7% | -5.8% | +78.5% | +71.3% |
| 3Y | +530.9% | +43.1% | +487.8% | +409.3% |
| 5Y | +2,125.4% | +29.5% | +2,095.9% | +1,683.3% |
| All | +2,125.4% | +29.3% | +2,096.1% | +1,683.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling