+13.8%
VRT vs MCO
+9.9%
+3.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.9% | -17.8% | -10.5% |
| 7D | -15.4% | +10.7% | -26.1% | -11.0% |
| 30D | -19.0% | +17.9% | -36.8% | -12.4% |
| 3M | -23.8% | +9.5% | -33.3% | -20.1% |
| 6M | -37.9% | +18.1% | -55.9% | -31.9% |
| YTD | +27.0% | +4.1% | +22.8% | +39.3% |
| 1Y | +13.8% | +9.3% | +4.5% | +28.5% |
| All | +13.8% | +9.9% | +3.9% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling