+341.8%
STX vs MCO
-7.2%
+349.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -3.3% |
| 7D | +8.0% | -7.3% | +15.3% | +4.8% |
| 30D | +5.1% | -1.7% | +6.8% | +4.5% |
| 3M | +5.8% | +3.9% | +1.8% | +6.2% |
| 6M | +124.9% | +3.8% | +121.1% | +126.2% |
| YTD | +213.9% | -7.9% | +221.8% | +205.7% |
| All | +341.8% | -7.2% | +349.0% | +345.4% |
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