+501.2%
MA vs VICR
+1,553.5%
-1,052.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | 0.0% |
| 7D | -3.5% | +1.3% | -4.8% | -3.7% |
| 30D | +0.8% | -11.9% | +12.7% | +1.9% |
| 3M | +14.8% | -35.1% | +49.9% | +18.6% |
| 6M | +10.0% | +8.1% | +1.8% | +3.3% |
| YTD | -0.1% | +67.8% | -67.9% | -12.8% |
| 1Y | -2.2% | +267.3% | -269.5% | -25.1% |
| 3Y | +39.3% | +191.2% | -151.9% | +3.5% |
| 5Y | +66.3% | +48.1% | +18.3% | +29.0% |
| All | +501.2% | +1,553.5% | -1,052.3% | +191.9% |
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