+1,092.8%
STX vs MCO
+26.7%
+1,066.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.0% |
| 7D | +8.0% | -7.3% | +15.3% | +11.4% |
| 30D | +5.1% | -1.7% | +6.8% | +5.3% |
| 3M | +5.8% | +3.9% | +1.8% | +1.1% |
| 6M | +124.9% | +3.8% | +121.1% | +113.7% |
| YTD | +213.9% | -7.9% | +221.8% | +216.3% |
| 1Y | +350.4% | -6.8% | +357.2% | +346.0% |
| 3Y | +1,314.2% | +40.9% | +1,273.3% | +959.8% |
| 5Y | +1,092.8% | +27.5% | +1,065.3% | +786.5% |
| All | +1,092.8% | +26.7% | +1,066.1% | +786.5% |
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