+60.0%
VCIT vs MTSI
+896.6%
-836.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.4% | +18.6% | +0.4% |
| 7D | +0.5% | -24.6% | +25.0% | +0.8% |
| 30D | +2.1% | -45.7% | +47.8% | +2.8% |
| 3M | -1.6% | -27.7% | +26.2% | -1.3% |
| 6M | -1.6% | -37.3% | +35.7% | -1.2% |
| YTD | -1.5% | +11.1% | -12.6% | -1.9% |
| 1Y | -0.4% | +27.2% | -27.6% | -1.0% |
| 3Y | +19.6% | +153.7% | -134.1% | +17.5% |
| 5Y | +3.3% | +159.0% | -155.7% | +1.2% |
| 10Y | +28.9% | +405.6% | -376.7% | +25.3% |
| All | +60.0% | +896.6% | -836.6% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling