+556.3%
MA vs VCIT
+29.0%
+527.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | +3.2% | +0.5% | +2.7% | +2.8% |
| 30D | +15.9% | +2.1% | +13.9% | +13.9% |
| 3M | +15.2% | -1.6% | +16.7% | +16.7% |
| 6M | +32.4% | -1.6% | +34.0% | +34.2% |
| YTD | +15.6% | -1.5% | +17.1% | +17.0% |
| 1Y | +19.3% | -0.4% | +19.7% | +19.5% |
| 3Y | +73.0% | +19.6% | +53.4% | +46.9% |
| 5Y | +93.7% | +3.3% | +90.5% | +87.1% |
| All | +556.3% | +29.0% | +527.3% | +507.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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