+1,941.9%
MSI vs VCLT
+98.6%
+1,843.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +3.2% | -2.3% | +5.5% | +3.6% |
| 30D | +17.6% | +0.8% | +16.8% | +17.5% |
| 3M | +14.5% | -2.7% | +17.2% | +14.9% |
| 6M | +34.3% | -4.3% | +38.5% | +35.0% |
| YTD | +39.7% | -4.3% | +44.0% | +40.5% |
| 1Y | +40.2% | -4.4% | +44.5% | +40.9% |
| 3Y | +77.1% | +13.8% | +63.4% | +74.8% |
| 5Y | +124.0% | -17.0% | +141.0% | +122.6% |
| 10Y | +665.5% | +20.9% | +644.6% | +735.0% |
| All | +1,941.9% | +98.6% | +1,843.3% | +2,844.9% |
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 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