+61.3%
VCIT vs MTSI
+1,308.1%
-1,246.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -1.0% | -29.7% | +28.7% | -0.6% |
| 6M | -1.8% | +12.5% | -14.4% | -2.1% |
| YTD | -0.7% | +57.0% | -57.7% | -1.4% |
| 1Y | +1.0% | +103.9% | -102.9% | -0.2% |
| 3Y | +18.8% | +223.6% | -204.7% | +16.6% |
| 5Y | +3.5% | +321.6% | -318.1% | +1.0% |
| 10Y | +29.2% | +517.7% | -488.5% | +25.2% |
| All | +61.3% | +1,308.1% | -1,246.8% | +56.2% |
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