+514.9%
MKSI vs VICR
+1,679.8%
-1,164.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.2% | -9.1% | -1.9% |
| 7D | +2.7% | +5.0% | -2.3% | +0.7% |
| 30D | -12.8% | -12.5% | -0.3% | -9.0% |
| 3M | -22.5% | -33.6% | +11.1% | -11.0% |
| 6M | +19.4% | +10.7% | +8.7% | +10.9% |
| YTD | +67.7% | +80.6% | -12.9% | +30.1% |
| 1Y | +131.4% | +288.4% | -157.0% | +33.2% |
| 3Y | +197.3% | +213.8% | -16.5% | +68.0% |
| 5Y | +87.0% | +58.8% | +28.1% | +16.4% |
| All | +514.9% | +1,679.8% | -1,164.8% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling