+380.3%
MCO vs VNQ
+64.0%
+316.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.0% |
| 7D | -3.8% | -1.3% | -2.5% | -2.7% |
| 30D | -0.4% | -2.6% | +2.2% | +1.9% |
| 3M | +7.7% | -2.0% | +9.7% | +9.6% |
| 6M | +7.0% | +4.3% | +2.7% | +3.0% |
| YTD | -6.4% | +9.2% | -15.6% | -13.6% |
| 1Y | -7.6% | +5.6% | -13.3% | -12.3% |
| 3Y | +43.2% | +30.8% | +12.4% | +12.8% |
| 5Y | +29.6% | +8.0% | +21.6% | +20.1% |
| All | +380.3% | +64.0% | +316.2% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling