+176.8%
MS vs VICR
+336.6%
-159.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.2% |
| 7D | +5.1% | +8.3% | -3.2% | +4.0% |
| 30D | +5.7% | -35.2% | +40.8% | +10.4% |
| 3M | -12.2% | -29.8% | +17.7% | -10.0% |
| 6M | -0.5% | -48.6% | +48.1% | +4.0% |
| YTD | +9.8% | +45.1% | -35.3% | -3.8% |
| 1Y | +17.7% | +79.6% | -61.8% | -0.3% |
| 3Y | +176.8% | +335.4% | -158.6% | +86.7% |
| All | +176.8% | +336.6% | -159.8% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling