+261.9%
MOH vs VICR
+1,679.8%
-1,417.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.2% | -9.2% | +1.3% |
| 7D | +1.7% | +5.0% | -3.3% | +1.4% |
| 30D | -0.9% | -12.5% | +11.6% | -0.3% |
| 3M | +5.7% | -33.6% | +39.3% | +7.6% |
| 6M | +39.1% | +10.7% | +28.5% | +34.8% |
| YTD | +17.7% | +80.6% | -62.9% | +8.9% |
| 1Y | +8.4% | +288.4% | -280.0% | -7.2% |
| 3Y | -36.6% | +213.8% | -250.4% | -46.8% |
| 5Y | -19.1% | +58.8% | -77.9% | -29.6% |
| All | +261.9% | +1,679.8% | -1,417.8% | +148.7% |
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