+499.0%
MA vs VICR
+1,501.2%
-1,002.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | 0.0% |
| 7D | -3.5% | -0.4% | -3.1% | -3.5% |
| 30D | +0.7% | -15.6% | +16.3% | +2.3% |
| 3M | +15.8% | -35.4% | +51.2% | +19.7% |
| 6M | +10.2% | +1.3% | +8.9% | +4.4% |
| YTD | -0.5% | +62.5% | -62.9% | -12.8% |
| 1Y | -1.8% | +255.5% | -257.3% | -24.5% |
| 3Y | +38.7% | +182.0% | -143.3% | +3.5% |
| 5Y | +67.6% | +42.9% | +24.7% | +30.6% |
| All | +499.0% | +1,501.2% | -1,002.2% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VICR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling