+12.6%
MOS vs VICR
+1,568.0%
-1,555.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.2% |
| 7D | +7.1% | +9.8% | -2.8% | +5.5% |
| 30D | +15.0% | -12.6% | +27.7% | +16.7% |
| 3M | +24.1% | -29.7% | +53.8% | +28.4% |
| 6M | +2.7% | +18.8% | -16.1% | -5.2% |
| YTD | +12.2% | +76.4% | -64.2% | -4.8% |
| 1Y | -16.3% | +282.4% | -298.6% | -39.3% |
| 3Y | -23.3% | +206.2% | -229.5% | -46.3% |
| 5Y | -4.2% | +53.9% | -58.1% | -29.5% |
| 10Y | +12.6% | +1,572.3% | -1,559.7% | -58.1% |
| All | +12.6% | +1,568.0% | -1,555.4% | -58.1% |
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