+2,397.0%
VRT vs MCO
+196.0%
+2,201.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.8% |
| 7D | -7.7% | -7.3% | -0.4% | -3.7% |
| 30D | -12.0% | -1.7% | -10.2% | -11.4% |
| 3M | -11.7% | +3.9% | -15.6% | -15.2% |
| 6M | -8.1% | +3.8% | -11.9% | -12.8% |
| YTD | +53.2% | -7.9% | +61.1% | +54.2% |
| 1Y | +81.7% | -6.8% | +88.5% | +79.7% |
| 3Y | +535.3% | +40.9% | +494.3% | +375.7% |
| 5Y | +916.4% | +27.5% | +888.9% | +695.6% |
| All | +2,397.0% | +196.0% | +2,201.0% | +1,358.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling