+58.6%
MAS vs VICR
+262.0%
-203.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -2.7% |
| 7D | +2.0% | -23.1% | +25.1% | +4.1% |
| 30D | +19.4% | -48.1% | +67.4% | +26.1% |
| 3M | +9.4% | -32.8% | +42.3% | +11.4% |
| 6M | +15.3% | -47.6% | +62.9% | +18.1% |
| YTD | +31.3% | +34.0% | -2.7% | +17.4% |
| 1Y | +34.9% | +65.0% | -30.1% | +17.0% |
| 3Y | +58.6% | +277.1% | -218.5% | +5.5% |
| All | +58.6% | +262.0% | -203.4% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling