-4.3%
MSI vs VICR
+254.3%
-258.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +0.9% |
| 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% | +13.4% |
| 6M | +0.5% | +1.3% | -0.8% | -1.6% |
| YTD | +21.7% | +62.5% | -40.8% | +18.5% |
| All | -4.3% | +254.3% | -258.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling