-23.4%
MSTZ vs VICR
+271.8%
-295.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.5% | +5.7% | +8.9% |
| 7D | -25.4% | +9.8% | -35.2% | -23.6% |
| 30D | -60.9% | -12.6% | -48.3% | -62.3% |
| 3M | -54.2% | -29.7% | -24.5% | -56.6% |
| 6M | -65.0% | +18.8% | -83.8% | -56.3% |
| YTD | -76.5% | +76.4% | -152.9% | -67.7% |
| 1Y | -23.4% | +282.4% | -305.7% | +8.9% |
| All | -23.4% | +271.8% | -295.2% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling