+297.5%
VST vs MCO
+54.0%
+243.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.0% |
| 7D | -0.5% | +1.0% | -1.5% | -1.1% |
| 30D | -17.1% | +10.1% | -27.2% | -20.4% |
| 3M | -4.6% | +7.2% | -11.8% | -7.9% |
| 6M | -9.1% | +13.8% | -22.8% | -15.5% |
| YTD | -16.6% | +0.7% | -17.3% | -17.5% |
| 1Y | -29.5% | +5.6% | -35.1% | -32.7% |
| 3Y | +297.5% | +54.1% | +243.5% | +197.9% |
| All | +297.5% | +54.0% | +243.5% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling