+119.9%
MOS vs VICR
+9,351.2%
-9,231.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.4% |
| 7D | +21.6% | -23.1% | +44.7% | +26.0% |
| 30D | +12.0% | -48.1% | +60.0% | +23.2% |
| 3M | -3.9% | -32.8% | +29.0% | -0.5% |
| 6M | -3.3% | -47.6% | +44.3% | +1.4% |
| YTD | -4.6% | +34.0% | -38.7% | -17.8% |
| 1Y | -7.0% | +65.0% | -72.0% | -23.0% |
| 3Y | -24.4% | +277.1% | -301.5% | -50.4% |
| 5Y | -32.1% | -5.3% | -26.8% | -48.0% |
| 10Y | +10.3% | +1,075.0% | -1,064.7% | -51.4% |
| All | +119.9% | +9,351.2% | -9,231.2% | -34.8% |
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