+95.9%
VCIT vs MAS
+817.9%
-722.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | +0.5% |
| 7D | +0.4% | +14.2% | -13.7% | +0.1% |
| 30D | +2.2% | +26.8% | -24.6% | +1.6% |
| 3M | -1.8% | +13.1% | -15.0% | -2.2% |
| 6M | -1.6% | +27.9% | -29.6% | -2.3% |
| YTD | -1.7% | +38.7% | -40.4% | -2.6% |
| 1Y | -0.8% | +40.4% | -41.2% | -1.8% |
| 3Y | +19.3% | +66.1% | -46.8% | +17.7% |
| 5Y | +3.5% | +47.4% | -43.9% | +1.9% |
| 10Y | +28.6% | +238.3% | -209.7% | +27.2% |
| All | +95.9% | +817.9% | -722.0% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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