+88.0%
MSFU vs VICR
+157.2%
-69.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | -2.8% | +8.3% | -11.0% | -3.6% |
| 30D | -5.3% | -35.2% | +29.9% | -1.7% |
| 3M | +7.2% | -29.8% | +37.1% | +9.5% |
| 6M | +51.0% | -48.6% | +99.6% | +55.4% |
| YTD | -1.2% | +45.1% | -46.4% | -13.7% |
| 1Y | -10.3% | +79.6% | -89.9% | -24.1% |
| 3Y | +22.2% | +335.4% | -313.2% | -12.4% |
| All | +88.0% | +157.2% | -69.1% | +42.0% |
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