+13,824.1%
MA vs VICR
+979.8%
+12,844.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -2.1% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +1.5% | -13.9% | +15.5% | +3.6% |
| 3M | +20.4% | -38.4% | +58.8% | +27.4% |
| 6M | +11.1% | -7.2% | +18.3% | +5.0% |
| YTD | +2.0% | +72.0% | -70.1% | -15.5% |
| 1Y | -2.2% | +263.3% | -265.4% | -31.4% |
| 3Y | +41.9% | +173.3% | -131.4% | -3.8% |
| 5Y | +75.4% | +47.3% | +28.0% | +22.1% |
| 10Y | +527.5% | +1,495.2% | -967.6% | +116.2% |
| All | +13,824.1% | +979.8% | +12,844.3% | +3,571.1% |
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