+71.2%
MSFU vs VICR
+187.9%
-116.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.6% |
| 7D | -6.9% | -0.4% | -6.5% | -7.0% |
| 30D | -5.1% | -15.6% | +10.4% | -3.9% |
| 3M | +44.6% | -35.4% | +80.0% | +47.9% |
| 6M | +32.8% | +1.3% | +31.5% | +25.4% |
| YTD | -10.1% | +62.5% | -72.5% | -21.4% |
| 1Y | -19.4% | +255.5% | -274.8% | -37.9% |
| 3Y | +26.2% | +182.0% | -155.8% | -3.7% |
| All | +71.2% | +187.9% | -116.7% | +29.4% |
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