+20.1%
VCIT vs MTSI
+153.8%
-133.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.4% | +18.6% | +0.5% |
| 7D | +0.5% | -24.6% | +25.0% | +0.8% |
| 30D | +2.1% | -45.7% | +47.8% | +2.9% |
| 3M | -1.6% | -27.7% | +26.2% | -1.4% |
| 6M | -1.6% | -37.3% | +35.7% | -1.2% |
| YTD | -1.5% | +11.1% | -12.6% | -2.3% |
| 1Y | -0.4% | +27.2% | -27.6% | -1.5% |
| All | +20.1% | +153.8% | -133.7% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling