+545.7%
MS vs VCLT
+21.6%
+524.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | -0.7% | +2.8% | -3.5% | -1.9% |
| 3M | -12.4% | -0.5% | -11.8% | -12.2% |
| 6M | -1.7% | -3.7% | +1.9% | -0.1% |
| YTD | +8.0% | -2.9% | +10.9% | +9.5% |
| 1Y | +16.2% | -3.3% | +19.5% | +18.0% |
| 3Y | +171.3% | +15.3% | +156.0% | +156.2% |
| 5Y | +124.8% | -16.2% | +141.0% | +133.0% |
| All | +545.7% | +21.6% | +524.1% | +740.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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