-48.3%
MUZ vs VICR
-44.3%
-4.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -11.1% | +25.4% | +3.7% |
| 7D | +47.2% | -26.6% | +73.8% | +14.4% |
| 30D | +57.1% | -47.9% | +105.0% | -9.1% |
| 3M | -5.3% | -29.8% | +24.5% | -21.6% |
| All | -48.3% | -44.3% | -4.0% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling