+552.1%
MS vs VICR
+1,067.9%
-515.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.3% | -8.2% | +1.2% |
| 7D | +0.7% | -6.5% | +7.3% | +1.4% |
| 30D | -0.9% | -38.5% | +37.6% | +6.2% |
| 3M | -13.0% | -26.1% | +13.1% | -10.9% |
| 6M | -2.0% | -36.2% | +34.3% | -0.3% |
| YTD | +7.8% | +49.2% | -41.4% | -8.6% |
| 1Y | +17.9% | +87.0% | -69.2% | -4.4% |
| 3Y | +174.8% | +350.4% | -175.7% | +74.3% |
| 5Y | +119.9% | +3.7% | +116.2% | +72.7% |
| All | +552.1% | +1,067.9% | -515.9% | +179.7% |
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