+70.1%
MA vs VICR
+343.8%
-273.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +1.8% | -9.7% | +11.5% | +1.8% |
| 30D | +11.8% | -39.2% | +51.1% | +12.0% |
| 3M | +17.2% | -22.6% | +39.7% | +17.0% |
| 6M | +33.4% | -37.0% | +70.4% | +32.4% |
| YTD | +16.1% | +47.5% | -31.4% | +10.4% |
| 1Y | +19.9% | +75.0% | -55.1% | +13.1% |
| All | +70.1% | +343.8% | -273.7% | +51.3% |
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