+380.3%
MCO vs VSH
+196.4%
+183.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +0.1% |
| 7D | -3.8% | +4.8% | -8.5% | -4.9% |
| 30D | -0.4% | -0.7% | +0.3% | -0.6% |
| 3M | +7.7% | -43.1% | +50.8% | +21.3% |
| 6M | +7.0% | +91.8% | -84.8% | -21.0% |
| YTD | -6.4% | +131.6% | -138.0% | -35.9% |
| 1Y | -7.6% | +118.1% | -125.7% | -36.3% |
| 3Y | +43.2% | +40.9% | +2.3% | +9.7% |
| 5Y | +29.6% | +75.8% | -46.2% | -11.7% |
| All | +380.3% | +196.4% | +183.9% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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