+1,341.4%
MAS vs VICR
+12,032.4%
-10,691.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +0.9% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -5.6% | -13.9% | +8.4% | -3.6% |
| 3M | +4.4% | -38.4% | +42.9% | +10.8% |
| 6M | +7.2% | -7.2% | +14.4% | +3.5% |
| YTD | +16.1% | +72.0% | -55.9% | -0.3% |
| 1Y | +0.1% | +263.3% | -263.2% | -25.9% |
| 3Y | +28.3% | +173.3% | -145.0% | -6.5% |
| 5Y | +30.5% | +47.3% | -16.8% | -2.3% |
| 10Y | +139.1% | +1,495.2% | -1,356.0% | +7.2% |
| All | +1,341.4% | +12,032.4% | -10,691.1% | +283.1% |
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