+859.2%
MS vs VCIT
+98.3%
+760.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -0.3% | -0.8% | +0.5% | -0.1% |
| 3M | +0.3% | -1.0% | +1.3% | +0.5% |
| 6M | +31.3% | -1.8% | +33.2% | +31.7% |
| YTD | +24.7% | -0.7% | +25.4% | +24.8% |
| 1Y | +47.9% | +1.0% | +46.9% | +47.8% |
| 3Y | +178.3% | +18.8% | +159.5% | +174.1% |
| 5Y | +144.9% | +3.5% | +141.4% | +128.1% |
| 10Y | +804.5% | +29.2% | +775.3% | +920.7% |
| All | +859.2% | +98.3% | +760.9% | +1,575.6% |
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