+95.0%
MO vs VICR
+209.3%
-114.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.9% | +0.9% |
| 7D | +0.1% | +5.0% | -4.8% | +0.4% |
| 30D | +7.1% | -12.5% | +19.6% | +6.6% |
| 3M | -2.0% | -33.6% | +31.6% | -2.9% |
| 6M | +7.3% | +10.7% | -3.4% | +8.7% |
| YTD | +23.5% | +80.6% | -57.1% | +27.3% |
| 1Y | +11.0% | +288.4% | -277.4% | +17.5% |
| 3Y | +95.0% | +213.8% | -118.8% | +111.2% |
| All | +95.0% | +209.3% | -114.3% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling