+803.2%
MS vs VCLT
+16.9%
+786.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | +3.0% | -2.9% | +5.9% | +4.2% |
| 6M | +35.7% | -4.0% | +39.6% | +38.0% |
| YTD | +23.3% | -2.2% | +25.6% | +24.5% |
| 1Y | +44.7% | -2.6% | +47.3% | +46.3% |
| 3Y | +178.0% | +12.3% | +165.7% | +165.6% |
| 5Y | +143.2% | -16.4% | +159.6% | +150.8% |
| 10Y | +803.2% | +18.1% | +785.1% | +1,001.3% |
| All | +803.2% | +16.9% | +786.2% | +1,001.3% |
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