+593.1%
MA vs VICR
+978.3%
-385.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.7% |
| 7D | +1.3% | +8.3% | -7.0% | +0.4% |
| 30D | +9.6% | -35.2% | +44.8% | +13.7% |
| 3M | +16.8% | -29.8% | +46.6% | +18.7% |
| 6M | +35.2% | -48.6% | +83.8% | +39.5% |
| YTD | +16.6% | +45.1% | -28.6% | +1.4% |
| 1Y | +19.8% | +79.6% | -59.8% | +0.9% |
| 3Y | +70.7% | +335.4% | -264.7% | +15.7% |
| 5Y | +87.4% | -1.0% | +88.4% | +54.0% |
| All | +593.1% | +978.3% | -385.2% | +254.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling