+28.6%
MCO vs VSH
+64.1%
-35.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -7.3% | +3.1% | -10.4% | -7.8% |
| 30D | -1.7% | -5.7% | +4.0% | -1.0% |
| 3M | +3.9% | -42.5% | +46.4% | +12.0% |
| 6M | +3.8% | +82.7% | -78.9% | -17.8% |
| YTD | -7.9% | +118.2% | -126.1% | -31.1% |
| 1Y | -6.8% | +109.7% | -116.5% | -30.4% |
| 3Y | +40.9% | +35.3% | +5.6% | +16.9% |
| All | +28.6% | +64.1% | -35.5% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling