+1,058.3%
MSTR vs VICR
+1,111.5%
-53.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -0.1% |
| 7D | -14.2% | +5.7% | -19.8% | -15.9% |
| 30D | -19.9% | -35.2% | +15.3% | -10.8% |
| 3M | +27.3% | -20.3% | +47.6% | +30.1% |
| 6M | -37.6% | -46.3% | +8.7% | -31.6% |
| YTD | -19.5% | +53.4% | -72.9% | -38.1% |
| 1Y | -47.1% | +81.6% | -128.7% | -61.4% |
| 3Y | +140.3% | +360.5% | -220.3% | +22.1% |
| 5Y | +49.5% | +4.4% | +45.1% | +7.3% |
| 10Y | +521.9% | +1,055.3% | -533.5% | +106.9% |
| All | +1,058.3% | +1,111.5% | -53.1% | +143.8% |
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