-88.4%
MSTU vs VICR
+384.1%
-472.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.2% | -3.6% | -5.4% |
| 7D | -22.0% | -0.4% | -21.6% | -22.0% |
| 30D | +60.3% | -15.6% | +75.9% | +69.4% |
| 3M | -3.7% | -35.4% | +31.7% | +9.0% |
| 6M | -45.2% | +1.3% | -46.5% | -54.2% |
| YTD | -64.3% | +62.5% | -126.8% | -77.6% |
| 1Y | -94.0% | +255.5% | -349.5% | -97.8% |
| All | -88.4% | +384.1% | -472.5% | -97.2% |
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 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