+297.8%
VTI vs MCO
+393.6%
-95.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | -0.9% | -3.8% | +2.9% | +0.9% |
| 30D | -1.4% | -0.4% | -1.1% | -1.4% |
| 3M | +3.6% | +7.7% | -4.1% | -0.8% |
| 6M | +13.6% | +7.0% | +6.6% | +8.7% |
| YTD | +12.9% | -6.4% | +19.3% | +14.5% |
| 1Y | +17.2% | -7.6% | +24.9% | +19.1% |
| 3Y | +75.7% | +43.2% | +32.5% | +39.6% |
| 5Y | +75.4% | +29.6% | +45.9% | +43.6% |
| All | +297.8% | +393.6% | -95.9% | +76.2% |
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