+926.7%
MTSI vs VICR
+1,761.6%
-834.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.7% | +2.1% | +8.1% |
| 7D | -10.0% | -23.1% | +13.1% | -1.8% |
| 30D | -37.2% | -48.1% | +10.9% | -22.7% |
| 3M | -30.1% | -32.8% | +2.8% | -21.5% |
| 6M | -31.9% | -47.6% | +15.7% | -19.7% |
| YTD | +23.2% | +34.0% | -10.8% | +6.4% |
| 1Y | +26.4% | +65.0% | -38.6% | +2.4% |
| 3Y | +186.2% | +277.1% | -90.9% | +62.4% |
| 5Y | +187.0% | -5.3% | +192.3% | +117.7% |
| 10Y | +460.4% | +1,075.0% | -614.7% | +92.1% |
| All | +926.7% | +1,761.6% | -834.9% | +205.5% |
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 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