+457.8%
MCO vs VT
+221.8%
+236.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.7% |
| 7D | +0.5% | +2.4% | -1.9% | -2.2% |
| 30D | +9.8% | -1.5% | +11.3% | +11.5% |
| 3M | +4.3% | -4.1% | +8.4% | +9.1% |
| 6M | +16.5% | +0.6% | +15.9% | +14.4% |
| YTD | +0.1% | +11.0% | -10.9% | -13.2% |
| 1Y | +4.4% | +13.3% | -8.9% | -11.8% |
| 3Y | +51.6% | +73.4% | -21.8% | -24.4% |
| 5Y | +36.7% | +57.4% | -20.8% | -22.5% |
| All | +457.8% | +221.8% | +236.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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