+536.9%
MSTR vs VICR
+1,039.7%
-502.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -0.2% |
| 7D | -14.2% | +5.7% | -19.8% | -16.1% |
| 30D | -19.9% | -35.2% | +15.3% | -10.0% |
| 3M | +27.3% | -20.3% | +47.6% | +30.2% |
| 6M | -37.6% | -46.3% | +8.7% | -31.2% |
| YTD | -19.5% | +53.4% | -72.9% | -41.1% |
| 1Y | -47.1% | +81.6% | -128.7% | -63.6% |
| 3Y | +140.3% | +360.5% | -220.3% | +6.3% |
| 5Y | +49.5% | +4.4% | +45.1% | -4.3% |
| All | +536.9% | +1,039.7% | -502.8% | +136.6% |
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