-92.7%
MSTU vs VICR
+272.1%
-364.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.6% | -4.7% |
| 7D | +21.3% | +0.4% | +20.9% | +21.1% |
| 30D | +90.8% | -13.9% | +104.8% | +96.6% |
| 3M | -6.8% | -38.4% | +31.6% | +2.7% |
| 6M | -39.8% | -7.2% | -32.6% | -45.7% |
| YTD | -55.7% | +72.0% | -127.7% | -64.4% |
| 1Y | -92.7% | +263.3% | -356.0% | -94.2% |
| All | -92.7% | +272.1% | -364.8% | -94.2% |
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