+7,285.9%
MCO vs VSH
+381.1%
+6,904.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -3.1% | +3.5% | -6.7% | -4.0% |
| 30D | -0.5% | -4.4% | +3.8% | +0.1% |
| 3M | +5.7% | -45.8% | +51.5% | +17.9% |
| 6M | +3.0% | +90.1% | -87.1% | -17.1% |
| YTD | -6.5% | +120.3% | -126.8% | -27.8% |
| 1Y | -5.8% | +112.2% | -118.0% | -27.3% |
| 3Y | +43.1% | +36.6% | +6.5% | +18.4% |
| 5Y | +29.5% | +67.0% | -37.6% | +0.9% |
| 10Y | +388.8% | +179.5% | +209.4% | +226.1% |
| All | +7,285.9% | +381.1% | +6,904.9% | +3,193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling