+40.1%
MA vs VICR
+201.6%
-161.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.5% |
| 7D | -1.8% | +9.8% | -11.6% | -1.9% |
| 30D | +1.4% | -12.6% | +14.0% | +1.5% |
| 3M | +17.7% | -29.7% | +47.4% | +17.8% |
| 6M | +9.7% | +18.8% | -9.2% | +6.6% |
| YTD | +0.5% | +76.4% | -75.9% | -4.0% |
| 1Y | -2.1% | +282.4% | -284.4% | -9.9% |
| 3Y | +40.1% | +206.2% | -166.1% | +29.8% |
| All | +40.1% | +201.6% | -161.5% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling