+95.0%
MSFU vs VCLT
+11.3%
+83.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.3% | -3.6% |
| 7D | +4.0% | +0.2% | +3.8% | +4.0% |
| 30D | -2.3% | +2.3% | -4.6% | -3.8% |
| 3M | +7.1% | -1.1% | +8.2% | +8.1% |
| 6M | +48.9% | -4.2% | +53.1% | +53.6% |
| YTD | +2.4% | -3.4% | +5.8% | +5.0% |
| 1Y | -8.1% | -3.8% | -4.3% | -5.5% |
| 3Y | +25.2% | +14.7% | +10.5% | +11.3% |
| All | +95.0% | +11.3% | +83.8% | +72.2% |
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 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