+145.1%
MS vs VICR
+47.8%
+97.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.4% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | -0.3% | -13.9% | +13.7% | +1.3% |
| 3M | +0.3% | -38.4% | +38.7% | +4.9% |
| 6M | +31.3% | -7.2% | +38.5% | +27.6% |
| YTD | +24.7% | +72.0% | -47.4% | +11.1% |
| 1Y | +47.9% | +263.3% | -215.4% | +18.0% |
| 3Y | +178.3% | +173.3% | +5.1% | +119.9% |
| All | +145.1% | +47.8% | +97.3% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling