+84.5%
VTR vs MCO
+28.6%
+55.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -0.3% | -3.8% | +3.5% | +0.9% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | +7.9% | +7.7% | +0.2% | +5.1% |
| 6M | +6.2% | +7.0% | -0.8% | +3.2% |
| YTD | +17.7% | -6.4% | +24.1% | +19.1% |
| 1Y | +32.9% | -7.6% | +40.5% | +34.7% |
| 3Y | +129.7% | +43.2% | +86.5% | +90.6% |
| All | +84.5% | +28.6% | +55.9% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling