+40.4%
MAS vs VICR
+76.0%
-35.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -11.1% | +16.8% | +6.2% |
| 7D | +14.2% | -26.6% | +40.7% | +15.9% |
| 30D | +26.8% | -47.9% | +74.8% | +31.9% |
| 3M | +13.1% | -29.8% | +42.9% | +14.0% |
| 6M | +27.9% | -36.6% | +64.6% | +26.3% |
| YTD | +38.7% | +45.1% | -6.5% | +28.4% |
| 1Y | +40.4% | +80.0% | -39.7% | +27.2% |
| All | +40.4% | +76.0% | -35.6% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling