+16,011.1%
STX vs MCO
+2,869.9%
+13,141.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.5% | +7.3% |
| 7D | +2.4% | -4.2% | +6.5% | +4.2% |
| 30D | +1.4% | +2.2% | -0.8% | -0.1% |
| 3M | -8.2% | +10.1% | -18.3% | -14.1% |
| 6M | +127.0% | +5.3% | +121.8% | +115.7% |
| YTD | +209.1% | -2.7% | +211.9% | +203.1% |
| 1Y | +365.4% | -0.4% | +365.8% | +347.0% |
| 3Y | +1,135.4% | +49.0% | +1,086.4% | +873.6% |
| 5Y | +991.5% | +33.6% | +957.9% | +797.6% |
| 10Y | +3,695.8% | +395.3% | +3,300.5% | +1,549.6% |
| All | +16,011.1% | +2,869.9% | +13,141.2% | +2,824.7% |
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