+217.1%
MAS vs VICR
+1,052.0%
-834.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.3% | -2.8% |
| 7D | +2.4% | -23.1% | +25.5% | +5.8% |
| 30D | +19.8% | -48.1% | +67.9% | +30.0% |
| 3M | +9.8% | -32.8% | +42.7% | +13.2% |
| 6M | +15.8% | -47.6% | +63.4% | +20.4% |
| YTD | +31.8% | +34.0% | -2.2% | +14.9% |
| 1Y | +35.4% | +65.0% | -29.6% | +13.6% |
| 3Y | +59.2% | +277.1% | -217.9% | +7.1% |
| 5Y | +41.2% | -5.3% | +46.5% | +12.0% |
| All | +217.1% | +1,052.0% | -834.9% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling