+283.2%
MSTR vs VICR
+201.6%
+81.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -5.1% |
| 7D | +9.3% | +9.8% | -0.5% | +6.4% |
| 30D | +36.5% | -12.6% | +49.1% | +40.0% |
| 3M | +7.3% | -29.7% | +37.0% | +13.2% |
| 6M | +2.2% | +18.8% | -16.6% | -12.4% |
| YTD | -10.2% | +76.4% | -86.5% | -33.7% |
| 1Y | -58.6% | +282.4% | -341.0% | -77.8% |
| 3Y | +283.2% | +206.2% | +77.0% | +93.1% |
| All | +283.2% | +201.6% | +81.5% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling