+1,208.8%
MTSI vs VICR
+2,289.7%
-1,081.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +1.8% |
| 7D | +1.4% | +0.4% | +1.0% | +1.1% |
| 30D | +2.1% | -13.9% | +16.0% | +6.9% |
| 3M | -29.7% | -38.4% | +8.7% | -19.2% |
| 6M | +12.5% | -7.2% | +19.7% | +10.7% |
| YTD | +57.0% | +72.0% | -15.0% | +26.5% |
| 1Y | +103.9% | +263.3% | -159.4% | +27.0% |
| 3Y | +223.6% | +173.3% | +50.3% | +101.0% |
| 5Y | +321.6% | +47.3% | +274.2% | +178.5% |
| 10Y | +517.7% | +1,495.2% | -977.5% | +94.0% |
| All | +1,208.8% | +2,289.7% | -1,081.0% | +263.1% |
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