+708.7%
MS vs VCIT
+96.6%
+612.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.2% | -6.0% |
| 7D | -3.4% | +0.5% | -3.8% | -3.5% |
| 30D | -3.9% | +2.1% | -6.0% | -4.3% |
| 3M | -15.9% | -1.6% | -14.3% | -15.7% |
| 6M | -2.5% | -1.6% | -0.9% | -2.2% |
| YTD | +5.1% | -1.5% | +6.6% | +5.4% |
| 1Y | +13.0% | -0.4% | +13.3% | +13.1% |
| 3Y | +160.7% | +19.6% | +141.1% | +157.2% |
| 5Y | +114.0% | +3.3% | +110.8% | +100.1% |
| 10Y | +637.5% | +28.9% | +608.6% | +738.9% |
| All | +708.7% | +96.6% | +612.0% | +1,314.6% |
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