+9,879.3%
STRL vs MCO
+7,698.6%
+2,180.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +6.5% |
| 7D | +3.4% | -4.2% | +7.5% | +4.9% |
| 30D | -9.2% | +2.2% | -11.4% | -10.2% |
| 3M | -51.0% | +10.1% | -61.2% | -53.4% |
| 6M | +15.8% | +5.3% | +10.5% | +11.6% |
| YTD | +58.9% | -2.7% | +61.6% | +56.3% |
| 1Y | +68.5% | -0.4% | +68.9% | +63.5% |
| 3Y | +485.2% | +49.0% | +436.2% | +390.2% |
| 5Y | +2,005.1% | +33.6% | +1,971.5% | +1,703.3% |
| 10Y | +7,118.0% | +395.3% | +6,722.6% | +3,739.9% |
| All | +9,879.3% | +7,698.6% | +2,180.7% | +1,905.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling