+123.4%
VRT vs MCO
+0.4%
+123.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +3.4% |
| 7D | +9.1% | -4.2% | +13.3% | +7.1% |
| 30D | +0.9% | +2.2% | -1.3% | +2.1% |
| 3M | -13.4% | +10.1% | -23.5% | -9.2% |
| 6M | +11.7% | +5.3% | +6.4% | +16.7% |
| YTD | +73.2% | -2.7% | +76.0% | +81.4% |
| 1Y | +123.4% | -0.4% | +123.8% | +138.6% |
| All | +123.4% | +0.4% | +123.1% | +138.6% |
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