+1,562.1%
MAS vs VICR
+8,593.2%
-7,031.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -15.1% | +11.6% | -0.9% |
| 7D | +4.6% | -34.6% | +39.2% | +11.6% |
| 30D | +19.9% | -54.9% | +74.7% | +34.5% |
| 3M | +8.9% | -38.3% | +47.2% | +14.4% |
| 6M | +20.2% | -49.2% | +69.4% | +26.5% |
| YTD | +33.9% | +23.3% | +10.6% | +18.3% |
| 1Y | +34.7% | +42.4% | -7.7% | +15.7% |
| 3Y | +60.4% | +244.9% | -184.5% | +9.8% |
| 5Y | +43.5% | -12.9% | +56.3% | +14.6% |
| 10Y | +226.7% | +980.8% | -754.1% | +52.5% |
| All | +1,562.1% | +8,593.2% | -7,031.1% | +354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling