+44.5%
MAS vs VICR
+3.5%
+41.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +3.6% | -9.7% | +13.3% | +4.5% |
| 30D | +23.8% | -39.2% | +63.1% | +30.0% |
| 3M | +14.4% | -22.6% | +37.0% | +15.2% |
| 6M | +19.7% | -37.0% | +56.7% | +20.7% |
| YTD | +36.0% | +47.5% | -11.6% | +19.1% |
| 1Y | +40.4% | +75.0% | -34.6% | +19.6% |
| 3Y | +58.9% | +343.0% | -284.0% | +9.2% |
| 5Y | +44.5% | +3.9% | +40.7% | +11.4% |
| All | +44.5% | +3.5% | +41.0% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling