-23.3%
MOS vs VICR
+187.7%
-211.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.9% |
| 7D | +9.5% | +0.4% | +9.1% | +9.4% |
| 30D | +10.4% | -13.9% | +24.4% | +11.4% |
| 3M | +12.9% | -38.4% | +51.3% | +16.6% |
| 6M | +1.2% | -7.2% | +8.4% | -1.3% |
| YTD | +9.3% | +72.0% | -62.7% | -1.0% |
| 1Y | -18.0% | +263.3% | -281.3% | -32.6% |
| All | -23.3% | +187.7% | -211.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling