+6,086.7%
STRL vs MCO
+7,904.2%
-1,817.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +23.4% | -1.7% | +25.1% | +24.2% |
| 30D | -39.5% | +9.1% | -48.7% | -41.8% |
| 3M | -45.1% | +6.2% | -51.3% | -46.8% |
| 6M | -64.6% | +12.6% | -77.2% | -66.9% |
| YTD | -1.5% | -0.2% | -1.3% | -4.7% |
| 1Y | -20.8% | +4.1% | -24.9% | -24.7% |
| 3Y | +353.1% | +50.6% | +302.5% | +275.3% |
| 5Y | +942.9% | +36.2% | +906.6% | +781.8% |
| 10Y | +3,847.6% | +453.9% | +3,393.8% | +1,905.4% |
| All | +6,086.7% | +7,904.2% | -1,817.5% | +1,122.1% |
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