+3,541.5%
MSI vs VICR
+12,032.4%
-8,490.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.8% |
| 7D | -3.7% | +0.4% | -4.1% | -3.9% |
| 30D | +6.8% | -13.9% | +20.8% | +8.8% |
| 3M | +14.3% | -38.4% | +52.7% | +20.6% |
| 6M | -1.6% | -7.2% | +5.6% | -5.6% |
| YTD | +22.8% | +72.0% | -49.2% | +5.1% |
| 1Y | -1.1% | +263.3% | -264.4% | -26.7% |
| 3Y | +70.5% | +173.3% | -102.8% | +22.7% |
| 5Y | +102.8% | +47.3% | +55.5% | +48.4% |
| 10Y | +597.4% | +1,495.2% | -897.8% | +191.8% |
| All | +3,541.5% | +12,032.4% | -8,490.9% | +750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling