+7,291.9%
MCO vs VTRS
+172.0%
+7,119.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -3.8% | -2.2% | -1.6% | -3.3% |
| 30D | -0.4% | +3.3% | -3.7% | -1.2% |
| 3M | +7.7% | +2.0% | +5.7% | +7.1% |
| 6M | +7.0% | +19.9% | -13.0% | +2.2% |
| YTD | -6.4% | +35.7% | -42.1% | -13.5% |
| 1Y | -7.6% | +68.1% | -75.7% | -19.0% |
| 3Y | +43.2% | +87.1% | -43.9% | +20.2% |
| 5Y | +29.6% | +47.6% | -18.1% | +12.2% |
| 10Y | +389.2% | -48.2% | +437.4% | +399.3% |
| All | +7,291.9% | +172.0% | +7,119.9% | +4,817.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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