+142.3%
MSTR vs VICR
+361.4%
-219.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | 0.0% |
| 7D | -14.2% | +5.7% | -19.8% | -15.8% |
| 30D | -19.9% | -35.2% | +15.3% | -11.2% |
| 3M | +27.3% | -20.3% | +47.6% | +30.0% |
| 6M | -37.6% | -46.3% | +8.7% | -31.7% |
| YTD | -19.5% | +53.4% | -72.9% | -42.0% |
| 1Y | -47.1% | +81.6% | -128.7% | -64.2% |
| All | +142.3% | +361.4% | -219.1% | -12.7% |
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