+759.8%
MS vs VCIT
+96.2%
+663.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.6% |
| 30D | +2.6% | +2.2% | +0.4% | +2.2% |
| 3M | -10.1% | -1.8% | -8.3% | -9.8% |
| 6M | +4.4% | -1.6% | +6.0% | +4.7% |
| YTD | +11.7% | -1.7% | +13.5% | +12.1% |
| 1Y | +20.9% | -0.8% | +21.8% | +21.2% |
| 3Y | +177.1% | +19.3% | +157.8% | +173.6% |
| 5Y | +127.7% | +3.5% | +124.2% | +113.3% |
| 10Y | +684.1% | +28.6% | +655.5% | +792.2% |
| All | +759.8% | +96.2% | +663.6% | +1,404.6% |
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