-20.9%
VST vs MCO
+0.4%
-21.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.7% | +3.4% |
| 7D | +8.9% | -4.2% | +13.1% | +8.6% |
| 30D | +6.2% | +2.2% | +4.0% | +6.3% |
| 3M | -2.7% | +10.1% | -12.8% | -2.6% |
| 6M | -8.4% | +5.3% | -13.6% | -8.3% |
| YTD | -7.2% | -2.7% | -4.5% | -6.5% |
| 1Y | -20.9% | -0.4% | -20.5% | -18.3% |
| All | -20.9% | +0.4% | -21.3% | -18.3% |
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