+122.9%
MS vs VCLT
-16.7%
+139.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +5.1% | -2.3% | +7.3% | +6.4% |
| 30D | +5.7% | +0.8% | +4.9% | +5.2% |
| 3M | -12.2% | -2.7% | -9.5% | -10.9% |
| 6M | -0.5% | -4.3% | +3.8% | +2.0% |
| YTD | +9.8% | -4.3% | +14.1% | +12.6% |
| 1Y | +17.7% | -4.4% | +22.1% | +20.7% |
| 3Y | +176.8% | +13.8% | +163.1% | +158.7% |
| All | +122.9% | -16.7% | +139.6% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling