+803.2%
MS vs VICR
+1,508.7%
-705.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.4% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | 0.0% | -11.9% | +12.0% | +1.8% |
| 3M | +3.0% | -35.1% | +38.1% | +8.8% |
| 6M | +35.7% | +8.1% | +27.5% | +26.6% |
| YTD | +23.3% | +67.8% | -44.5% | +4.7% |
| 1Y | +44.7% | +267.3% | -222.6% | +3.8% |
| 3Y | +178.0% | +191.2% | -13.2% | +94.5% |
| 5Y | +143.2% | +48.1% | +95.1% | +78.4% |
| 10Y | +803.2% | +1,546.1% | -742.9% | +215.8% |
| All | +803.2% | +1,508.7% | -705.5% | +215.8% |
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 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