-86.8%
MSTU vs VICR
+425.6%
-512.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.5% | -11.2% | -9.8% |
| 7D | +16.1% | +9.8% | +6.3% | +10.8% |
| 30D | +68.7% | -12.6% | +81.3% | +75.6% |
| 3M | -11.0% | -29.7% | +18.7% | -3.4% |
| 6M | -33.4% | +18.8% | -52.2% | -48.5% |
| YTD | -59.5% | +76.4% | -135.9% | -75.5% |
| 1Y | -93.4% | +282.4% | -375.7% | -97.7% |
| All | -86.8% | +425.6% | -512.4% | -97.0% |
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