+4.6%
VCIT vs MSTZ
-99.3%
+104.0%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.9% | +0.1% |
| 7D | +0.7% | +4.3% | -3.5% | +0.8% |
| 30D | +1.8% | +30.2% | -28.4% | +1.9% |
| 3M | -1.6% | -66.9% | +65.3% | -1.8% |
| 6M | -2.1% | -26.3% | +24.3% | -2.0% |
| YTD | -1.6% | -80.1% | +78.5% | -1.6% |
| 1Y | -0.8% | -57.5% | +56.7% | -0.6% |
| All | +4.6% | -99.3% | +104.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling