+38.3%
MAS vs VICR
-1.1%
+39.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.6% |
| 7D | +3.0% | +8.3% | -5.3% | +2.0% |
| 30D | +22.4% | -35.2% | +57.6% | +27.5% |
| 3M | +14.5% | -29.8% | +44.3% | +16.8% |
| 6M | +27.1% | -48.6% | +75.7% | +32.5% |
| YTD | +35.8% | +45.1% | -9.4% | +19.1% |
| 1Y | +39.4% | +79.6% | -40.1% | +18.3% |
| 3Y | +60.3% | +335.4% | -275.1% | +10.3% |
| All | +38.3% | -1.1% | +39.4% | +5.8% |
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