+15,612.2%
MA vs VICR
+843.2%
+14,769.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -0.5% | +21.9% | -22.4% | -3.9% |
| 30D | +7.9% | -38.4% | +46.3% | +15.0% |
| 3M | +16.8% | -27.2% | +43.9% | +19.0% |
| 6M | +31.0% | -43.7% | +74.7% | +34.9% |
| YTD | +15.0% | +50.3% | -35.2% | -5.3% |
| 1Y | +17.0% | +74.6% | -57.5% | -6.7% |
| 3Y | +68.5% | +351.2% | -282.7% | -0.1% |
| 5Y | +85.0% | +2.5% | +82.5% | +35.4% |
| 10Y | +561.3% | +1,031.9% | -470.6% | +138.9% |
| All | +15,612.2% | +843.2% | +14,769.0% | +4,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling