+457.5%
MCO vs VT
+223.7%
+233.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -2.0% |
| 7D | +1.0% | +0.4% | +0.6% | +0.5% |
| 30D | +10.1% | -2.6% | +12.7% | +13.2% |
| 3M | +7.2% | -3.2% | +10.4% | +11.0% |
| 6M | +13.8% | +0.9% | +12.8% | +11.2% |
| YTD | +0.7% | +11.3% | -10.6% | -12.9% |
| 1Y | +5.6% | +14.0% | -8.4% | -11.4% |
| 3Y | +54.1% | +75.8% | -21.8% | -24.5% |
| 5Y | +36.0% | +57.8% | -21.9% | -23.1% |
| 10Y | +457.5% | +219.8% | +237.7% | +36.2% |
| All | +457.5% | +223.7% | +233.9% | +36.2% |
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