+69.3%
MSI vs VCLT
+12.2%
+57.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | -1.0% | -0.6% | -0.4% | -0.8% |
| 3M | +14.2% | -2.2% | +16.4% | +15.0% |
| 6M | +1.0% | -2.9% | +3.9% | +2.0% |
| YTD | +21.5% | -2.1% | +23.5% | +22.3% |
| 1Y | -2.1% | -2.6% | +0.5% | -1.2% |
| 3Y | +69.3% | +12.5% | +56.8% | +61.6% |
| All | +69.3% | +12.2% | +57.1% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling