+859.2%
MS vs VCLT
+103.4%
+755.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | +0.3% | -3.2% | +3.5% | +0.4% |
| 6M | +31.3% | -3.8% | +35.2% | +31.4% |
| YTD | +24.7% | -2.0% | +26.7% | +24.7% |
| 1Y | +47.9% | -0.8% | +48.7% | +48.0% |
| 3Y | +178.3% | +12.3% | +166.1% | +179.1% |
| 5Y | +144.9% | -15.4% | +160.3% | +129.0% |
| 10Y | +804.5% | +15.7% | +788.8% | +912.8% |
| All | +859.2% | +103.4% | +755.8% | +1,644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling