+222.3%
VT vs MCO
+380.0%
-157.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.6% |
| 7D | +1.0% | -2.7% | +3.7% | +2.2% |
| 30D | -0.2% | +0.9% | -1.2% | -0.8% |
| 3M | +4.5% | +8.7% | -4.1% | 0.0% |
| 6M | +14.1% | +2.4% | +11.6% | +11.7% |
| YTD | +14.8% | -5.2% | +19.9% | +15.6% |
| 1Y | +21.2% | -4.4% | +25.6% | +21.0% |
| 3Y | +76.6% | +45.1% | +31.4% | +41.5% |
| 5Y | +66.6% | +31.5% | +35.1% | +36.8% |
| 10Y | +222.3% | +380.7% | -158.5% | +47.2% |
| All | +222.3% | +380.0% | -157.8% | +47.2% |
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