+1,431.7%
MOH vs VICR
+2,167.1%
-735.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.2% | -9.2% | +0.5% |
| 7D | +1.7% | +5.0% | -3.3% | +1.0% |
| 30D | -0.9% | -12.5% | +11.6% | +0.4% |
| 3M | +5.7% | -33.6% | +39.3% | +9.6% |
| 6M | +39.1% | +10.7% | +28.5% | +30.7% |
| YTD | +17.7% | +80.6% | -62.9% | +1.4% |
| 1Y | +8.4% | +288.4% | -280.0% | -18.4% |
| 3Y | -36.6% | +213.8% | -250.4% | -54.2% |
| 5Y | -19.1% | +58.8% | -77.9% | -40.3% |
| 10Y | +262.8% | +1,671.8% | -1,409.0% | +47.8% |
| All | +1,431.7% | +2,167.1% | -735.4% | +384.4% |
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 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