+83.0%
VRT vs MCO
-7.2%
+90.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -6.2% |
| 7D | -7.7% | -7.3% | -0.4% | -10.6% |
| 30D | -12.0% | -1.7% | -10.2% | -12.5% |
| 3M | -11.7% | +3.9% | -15.6% | -9.8% |
| 6M | -8.1% | +3.8% | -11.9% | -5.5% |
| YTD | +53.2% | -7.9% | +61.1% | +57.1% |
| All | +83.0% | -7.2% | +90.2% | +92.9% |
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