-41.5%
MSTU vs VICR
+14.5%
-56.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.5% | -4.0% |
| 7D | +12.9% | +1.3% | +11.6% | +12.2% |
| 30D | +68.3% | -11.9% | +80.3% | +71.7% |
| 3M | +0.4% | -35.1% | +35.5% | +7.1% |
| 6M | -41.5% | +8.1% | -49.7% | -57.2% |
| All | -41.5% | +14.5% | -56.0% | -57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling