+152.1%
MOS vs VICR
+12,032.4%
-11,880.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.4% |
| 7D | +9.5% | +0.4% | +9.1% | +9.4% |
| 30D | +10.4% | -13.9% | +24.4% | +12.5% |
| 3M | +12.9% | -38.4% | +51.3% | +19.9% |
| 6M | +1.2% | -7.2% | +8.4% | -2.8% |
| YTD | +9.3% | +72.0% | -62.7% | -7.3% |
| 1Y | -18.0% | +263.3% | -281.3% | -40.4% |
| 3Y | -29.0% | +173.3% | -202.3% | -49.5% |
| 5Y | -9.6% | +47.3% | -56.9% | -34.5% |
| 10Y | +6.1% | +1,495.2% | -1,489.1% | -54.5% |
| All | +152.1% | +12,032.4% | -11,880.3% | -26.5% |
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 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