-99.2%
MSTZ vs VICR
+339.6%
-438.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.7% | +7.1% |
| 7D | +21.1% | -9.7% | +30.8% | +17.0% |
| 30D | +40.1% | -39.2% | +79.3% | +18.1% |
| 3M | -66.1% | -22.6% | -43.5% | -67.4% |
| 6M | -20.7% | -37.0% | +16.2% | -23.8% |
| YTD | -78.6% | +47.5% | -126.1% | -61.9% |
| 1Y | -55.5% | +75.0% | -130.5% | -12.0% |
| All | -99.2% | +339.6% | -438.8% | -95.0% |
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