-88.0%
MSTU vs VICR
+438.1%
-526.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.2% | -7.6% | -1.4% |
| 7D | -16.6% | +5.0% | -21.6% | -18.5% |
| 30D | +69.7% | -12.5% | +82.2% | +76.9% |
| 3M | -7.5% | -33.6% | +26.1% | +3.8% |
| 6M | -43.1% | +10.7% | -53.8% | -54.3% |
| YTD | -63.0% | +80.6% | -143.6% | -77.9% |
| 1Y | -93.8% | +288.4% | -382.1% | -97.8% |
| All | -88.0% | +438.1% | -526.1% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling