+28.8%
VCIT vs MTSI
+514.0%
-485.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -0.8% | +2.1% | -2.8% | -0.9% |
| 3M | -1.0% | -29.7% | +28.7% | -0.5% |
| 6M | -1.8% | +12.5% | -14.4% | -2.3% |
| YTD | -0.7% | +57.0% | -57.7% | -1.8% |
| 1Y | +1.0% | +103.9% | -102.9% | -0.7% |
| 3Y | +18.8% | +223.6% | -204.7% | +15.4% |
| 5Y | +3.5% | +321.6% | -318.1% | -0.4% |
| All | +28.8% | +514.0% | -485.3% | +22.8% |
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