-42.3%
MSTR vs VICR
+76.0%
-118.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -11.1% | +16.2% | +7.2% |
| 7D | -1.8% | -26.6% | +24.8% | +3.9% |
| 30D | -13.3% | -47.9% | +34.6% | -2.8% |
| 3M | +46.0% | -29.8% | +75.7% | +52.8% |
| 6M | -22.4% | -36.6% | +14.2% | -22.2% |
| YTD | -6.2% | +45.1% | -51.3% | -34.8% |
| 1Y | -42.3% | +80.0% | -122.3% | -64.5% |
| All | -42.3% | +76.0% | -118.3% | -64.5% |
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