-99.3%
MSTZ vs VICR
+344.6%
-443.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.3% | -6.4% | +9.9% |
| 7D | +4.3% | -6.5% | +10.8% | +2.3% |
| 30D | +30.2% | -38.5% | +68.7% | +10.3% |
| 3M | -66.9% | -26.1% | -40.8% | -68.8% |
| 6M | -26.3% | -36.2% | +9.9% | -28.9% |
| YTD | -80.1% | +49.2% | -129.3% | -64.5% |
| 1Y | -57.5% | +87.0% | -144.5% | -13.1% |
| All | -99.3% | +344.6% | -443.9% | -95.3% |
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