+43.5%
MSFU vs VCLT
-3.4%
+46.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -5.0% |
| 7D | -12.7% | -0.6% | -12.1% | -12.0% |
| 30D | -9.0% | +2.8% | -11.8% | -10.9% |
| 3M | +2.9% | -0.4% | +3.3% | +4.2% |
| 6M | +43.5% | -3.1% | +46.6% | +41.2% |
| All | +43.5% | -3.4% | +46.9% | +41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling