+1,216.9%
VST vs MCO
+399.8%
+817.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.7% | +4.5% |
| 7D | +8.9% | -4.2% | +13.1% | +10.9% |
| 30D | +6.2% | +2.2% | +4.0% | +4.9% |
| 3M | -2.7% | +10.1% | -12.8% | -8.0% |
| 6M | -8.4% | +5.3% | -13.6% | -11.9% |
| YTD | -7.2% | -2.7% | -4.5% | -7.9% |
| 1Y | -20.9% | -0.4% | -20.5% | -23.0% |
| 3Y | +384.0% | +49.0% | +335.0% | +287.3% |
| 5Y | +757.1% | +33.6% | +723.4% | +603.1% |
| All | +1,216.9% | +399.8% | +817.1% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling