+1,002.1%
MTSI vs VICR
+1,949.2%
-947.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -3.8% | -9.7% | +5.9% | -0.3% |
| 30D | -31.4% | -39.2% | +7.9% | -19.6% |
| 3M | -23.8% | -22.6% | -1.2% | -18.1% |
| 6M | -37.1% | -37.0% | -0.1% | -29.7% |
| YTD | +32.2% | +47.5% | -15.3% | +10.9% |
| 1Y | +26.9% | +75.0% | -48.1% | +0.9% |
| 3Y | +193.7% | +343.0% | -149.2% | +58.6% |
| 5Y | +218.0% | +3.9% | +214.2% | +134.4% |
| 10Y | +477.8% | +1,034.6% | -556.8% | +99.0% |
| All | +1,002.1% | +1,949.2% | -947.1% | +218.3% |
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 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