+43.2%
MCO vs VSH
+42.0%
+1.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +1.1% |
| 7D | -3.8% | +4.8% | -8.5% | -4.2% |
| 30D | -0.4% | -0.7% | +0.3% | -0.5% |
| 3M | +7.7% | -43.1% | +50.8% | +13.4% |
| 6M | +7.0% | +91.8% | -84.8% | -10.5% |
| YTD | -6.4% | +131.6% | -138.0% | -25.2% |
| 1Y | -7.6% | +118.1% | -125.7% | -25.8% |
| 3Y | +43.2% | +40.9% | +2.3% | +29.1% |
| All | +43.2% | +42.0% | +1.2% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling