+28.9%
VCIT vs MTSI
+448.7%
-419.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -0.3% |
| 7D | +0.1% | -10.0% | +10.1% | +0.2% |
| 30D | +1.9% | -37.2% | +39.1% | +2.7% |
| 3M | -1.4% | -30.1% | +28.6% | -1.0% |
| 6M | -2.1% | -31.9% | +29.8% | -1.8% |
| YTD | -1.6% | +23.2% | -24.8% | -2.5% |
| 1Y | -0.9% | +26.4% | -27.3% | -1.8% |
| 3Y | +20.0% | +186.2% | -166.2% | +16.5% |
| 5Y | +3.1% | +187.0% | -183.9% | -0.2% |
| All | +28.9% | +448.7% | -419.8% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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