+744.9%
MS vs VCLT
+102.1%
+642.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -1.7% | -0.6% | -1.2% | -1.7% |
| 30D | +0.9% | +2.8% | -1.9% | +0.8% |
| 3M | -10.8% | -0.4% | -10.5% | -10.8% |
| 6M | +0.9% | -3.1% | +4.0% | +1.0% |
| YTD | +9.8% | -2.7% | +12.5% | +9.9% |
| 1Y | +17.1% | -3.7% | +20.7% | +17.1% |
| 3Y | +175.7% | +15.6% | +160.1% | +177.4% |
| 5Y | +125.9% | -15.8% | +141.6% | +111.4% |
| 10Y | +556.2% | +23.0% | +533.2% | +684.6% |
| All | +744.9% | +102.1% | +642.8% | +1,436.6% |
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