+40.4%
MAS vs VICR
+77.4%
-37.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +3.6% | -9.7% | +13.3% | +3.9% |
| 30D | +23.8% | -39.2% | +63.1% | +27.1% |
| 3M | +14.4% | -22.6% | +37.0% | +14.2% |
| 6M | +19.7% | -37.0% | +56.7% | +18.5% |
| YTD | +36.0% | +47.5% | -11.6% | +26.9% |
| 1Y | +40.4% | +75.0% | -34.6% | +30.0% |
| All | +40.4% | +77.4% | -37.0% | +30.0% |
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