+76.3%
MSFU vs VCLT
+12.8%
+63.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -5.7% | -0.5% | -5.2% | -5.3% |
| 30D | +4.2% | -0.9% | +5.0% | +4.8% |
| 3M | +27.9% | -3.2% | +31.2% | +30.9% |
| 6M | +37.1% | -3.8% | +40.9% | +41.0% |
| YTD | -7.4% | -2.0% | -5.4% | -6.1% |
| 1Y | -19.6% | -0.8% | -18.8% | -19.2% |
| 3Y | +33.2% | +12.3% | +20.9% | +20.9% |
| All | +76.3% | +12.8% | +63.5% | +54.0% |
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