+597.6%
MSI vs VICR
+1,501.2%
-903.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | -0.6% | -15.6% | +14.9% | +0.6% |
| 3M | +13.0% | -35.4% | +48.4% | +16.2% |
| 6M | +0.5% | +1.3% | -0.8% | -3.0% |
| YTD | +21.7% | +62.5% | -40.8% | +10.8% |
| 1Y | -2.6% | +255.5% | -258.1% | -19.6% |
| 3Y | +69.7% | +182.0% | -112.3% | +37.2% |
| 5Y | +102.8% | +42.9% | +59.9% | +69.3% |
| All | +597.6% | +1,501.2% | -903.5% | +286.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling