+124.2%
MSI vs VCLT
-16.7%
+140.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.2% | -2.3% | +5.5% | +4.1% |
| 30D | +17.6% | +0.8% | +16.8% | +17.3% |
| 3M | +14.5% | -2.7% | +17.2% | +15.6% |
| 6M | +34.3% | -4.3% | +38.5% | +36.3% |
| YTD | +39.7% | -4.3% | +44.0% | +41.8% |
| 1Y | +40.2% | -4.4% | +44.5% | +42.3% |
| 3Y | +77.1% | +13.8% | +63.4% | +68.3% |
| All | +124.2% | -16.7% | +140.9% | +132.9% |
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