+1,520.5%
MOD vs VICR
+1,568.0%
-47.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.9% |
| 7D | +6.3% | +9.8% | -3.5% | +3.4% |
| 30D | -1.7% | -12.6% | +10.9% | +1.9% |
| 3M | -30.1% | -29.7% | -0.4% | -23.8% |
| 6M | +2.7% | +18.8% | -16.1% | -5.3% |
| YTD | +44.1% | +76.4% | -32.3% | +17.9% |
| 1Y | +38.7% | +282.4% | -243.6% | -11.0% |
| 3Y | +309.8% | +206.2% | +103.6% | +164.6% |
| 5Y | +1,569.7% | +53.9% | +1,515.8% | +1,040.7% |
| 10Y | +1,520.5% | +1,572.3% | -51.8% | +418.9% |
| All | +1,520.5% | +1,568.0% | -47.5% | +418.9% |
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