+98.0%
VCIT vs MAS
+668.6%
-570.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -0.3% | -0.8% | +0.4% | -0.3% |
| 30D | -0.8% | -5.6% | +4.8% | -0.6% |
| 3M | -1.0% | +4.4% | -5.5% | -1.2% |
| 6M | -1.8% | +7.2% | -9.0% | -2.1% |
| YTD | -0.7% | +16.1% | -16.8% | -1.2% |
| 1Y | +1.0% | +0.1% | +0.9% | +0.8% |
| 3Y | +18.8% | +28.3% | -9.5% | +17.9% |
| 5Y | +3.5% | +30.5% | -27.0% | +2.4% |
| 10Y | +29.2% | +139.1% | -109.9% | +28.2% |
| All | +98.0% | +668.6% | -570.6% | +101.2% |
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