+581.1%
MTSI vs VICR
+1,508.7%
-927.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +5.7% |
| 7D | +11.1% | +1.3% | +9.8% | +10.5% |
| 30D | -3.7% | -11.9% | +8.3% | +0.2% |
| 3M | -20.2% | -35.1% | +14.9% | -9.5% |
| 6M | +30.8% | +8.1% | +22.7% | +22.5% |
| YTD | +67.0% | +67.8% | -0.7% | +34.6% |
| 1Y | +120.4% | +267.3% | -146.9% | +34.5% |
| 3Y | +260.4% | +191.2% | +69.2% | +115.4% |
| 5Y | +356.3% | +48.1% | +308.2% | +198.2% |
| 10Y | +581.1% | +1,546.1% | -965.0% | +118.5% |
| All | +581.1% | +1,508.7% | -927.6% | +118.5% |
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