+1,283.9%
STX vs MCO
+42.6%
+1,241.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -4.1% |
| 7D | -2.3% | -3.8% | +1.5% | -1.5% |
| 30D | -5.5% | -0.4% | -5.1% | -5.7% |
| 3M | -4.3% | +7.7% | -12.0% | -8.4% |
| 6M | +115.6% | +7.0% | +108.6% | +105.7% |
| YTD | +202.2% | -6.4% | +208.6% | +204.4% |
| 1Y | +325.3% | -7.6% | +332.9% | +329.9% |
| 3Y | +1,283.9% | +43.2% | +1,240.7% | +1,050.3% |
| All | +1,283.9% | +42.6% | +1,241.3% | +1,050.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling