+601.1%
MSI vs VICR
+1,679.8%
-1,078.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | -0.5% |
| 7D | -0.4% | +5.0% | -5.4% | -0.9% |
| 30D | -0.8% | -12.5% | +11.7% | +0.1% |
| 3M | +13.9% | -33.6% | +47.5% | +16.9% |
| 6M | +1.3% | +10.7% | -9.3% | -3.1% |
| YTD | +22.3% | +80.6% | -58.3% | +10.2% |
| 1Y | -3.9% | +288.4% | -292.2% | -21.2% |
| 3Y | +69.9% | +213.8% | -143.9% | +35.9% |
| 5Y | +103.8% | +58.8% | +44.9% | +68.3% |
| All | +601.1% | +1,679.8% | -1,078.7% | +284.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling