-99.1%
MSTZ vs VICR
+399.9%
-499.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.9% | +10.3% | +3.3% |
| 7D | -23.6% | +1.3% | -24.8% | -23.4% |
| 30D | -60.7% | -11.9% | -48.8% | -63.0% |
| 3M | -58.3% | -35.1% | -23.1% | -64.1% |
| 6M | -60.0% | +8.1% | -68.2% | -49.0% |
| YTD | -75.2% | +67.8% | -143.0% | -56.8% |
| 1Y | -19.9% | +267.3% | -287.2% | +128.0% |
| All | -99.1% | +399.9% | -499.0% | -94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling