+123.9%
MOS vs VICR
+10,421.2%
-10,297.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.3% | -9.5% | -0.1% |
| 7D | +19.7% | -6.5% | +26.2% | +20.0% |
| 30D | +21.5% | -38.5% | +60.1% | +29.8% |
| 3M | -0.4% | -26.1% | +25.7% | +1.3% |
| 6M | +4.5% | -36.2% | +40.8% | +5.8% |
| YTD | -2.9% | +49.2% | -52.1% | -17.9% |
| 1Y | -7.7% | +87.0% | -94.7% | -25.3% |
| 3Y | -25.6% | +350.4% | -376.1% | -52.7% |
| 5Y | -31.2% | +3.7% | -34.9% | -48.1% |
| 10Y | +2.8% | +1,084.9% | -1,082.0% | -54.7% |
| All | +123.9% | +10,421.2% | -10,297.3% | -34.9% |
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