+43.2%
MCO vs VSXY
+352.7%
-309.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.4% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -0.4% | -18.7% | +18.3% | +0.7% |
| 3M | +7.7% | -4.0% | +11.7% | +7.7% |
| 6M | +7.0% | +67.5% | -60.5% | +1.7% |
| YTD | -6.4% | +39.7% | -46.1% | -9.9% |
| 1Y | -7.6% | +180.0% | -187.6% | -16.8% |
| 3Y | +43.2% | +337.3% | -294.1% | +21.8% |
| All | +43.2% | +352.7% | -309.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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