+2,579.9%
MA vs VCIT
+98.3%
+2,481.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | +1.5% | -0.8% | +2.3% | +1.9% |
| 3M | +20.4% | -1.0% | +21.4% | +21.0% |
| 6M | +11.1% | -1.8% | +13.0% | +12.1% |
| YTD | +2.0% | -0.7% | +2.7% | +2.2% |
| 1Y | -2.2% | +1.0% | -3.1% | -2.6% |
| 3Y | +41.9% | +18.8% | +23.0% | +31.5% |
| 5Y | +75.4% | +3.5% | +71.9% | +67.0% |
| 10Y | +527.5% | +29.2% | +498.3% | +517.2% |
| All | +2,579.9% | +98.3% | +2,481.6% | +3,791.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling