+104.6%
MSI vs VICR
+57.6%
+46.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | -0.1% |
| 7D | -0.4% | +5.0% | -5.4% | -0.7% |
| 30D | -0.8% | -12.5% | +11.7% | -0.3% |
| 3M | +13.9% | -33.6% | +47.5% | +15.7% |
| 6M | +1.3% | +10.7% | -9.3% | -1.4% |
| YTD | +22.3% | +80.6% | -58.3% | +14.8% |
| 1Y | -3.9% | +288.4% | -292.2% | -14.8% |
| 3Y | +69.9% | +213.8% | -143.9% | +48.7% |
| All | +104.6% | +57.6% | +46.9% | +80.8% |
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 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