+107,038.1%
MSFT vs VICR
+10,134.2%
+96,903.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.7% |
| 7D | -1.3% | +8.3% | -9.6% | -2.5% |
| 30D | -1.8% | -35.2% | +33.3% | +3.4% |
| 3M | +5.6% | -29.8% | +35.5% | +8.5% |
| 6M | +29.8% | -48.6% | +78.4% | +36.1% |
| YTD | +9.0% | +45.1% | -36.1% | -5.5% |
| 1Y | +4.9% | +79.6% | -74.6% | -12.1% |
| 3Y | +46.2% | +335.4% | -289.2% | -0.8% |
| 5Y | +62.1% | -1.0% | +63.1% | +28.3% |
| 10Y | +899.6% | +993.1% | -93.5% | +400.3% |
| All | +107,038.1% | +10,134.2% | +96,903.8% | +28,029.1% |
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