+0.6%
MOS vs VICR
+1,071.4%
-1,070.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.4% |
| 7D | +5.5% | +5.7% | -0.2% | +4.2% |
| 30D | +21.0% | -35.2% | +56.2% | +27.2% |
| 3M | -0.5% | -20.3% | +19.8% | 0.0% |
| 6M | +6.6% | -46.3% | +52.9% | +11.4% |
| YTD | -2.8% | +53.4% | -56.1% | -17.7% |
| 1Y | -8.1% | +81.6% | -89.6% | -24.6% |
| 3Y | -25.6% | +360.5% | -386.1% | -52.8% |
| 5Y | -29.8% | +4.4% | -34.2% | -44.4% |
| 10Y | +0.6% | +1,055.3% | -1,054.8% | -55.3% |
| All | +0.6% | +1,071.4% | -1,070.9% | -55.3% |
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