-57.4%
MUZ vs VICR
-41.1%
-16.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +4.0% | -27.9% | -19.8% |
| 7D | -17.7% | +5.7% | -23.3% | -5.5% |
| 30D | +14.5% | -35.2% | +49.7% | -10.7% |
| 3M | -25.7% | -20.3% | -5.4% | -22.1% |
| All | -57.4% | -41.1% | -16.3% | -57.1% |
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 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