-37.5%
MUZ vs VICR
-48.6%
+11.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +8.7% | -18.6% | -1.0% |
| 7D | +45.8% | -23.1% | +68.9% | +22.4% |
| 30D | +99.8% | -48.1% | +147.9% | +22.2% |
| 3M | +12.0% | -32.8% | +44.8% | -5.1% |
| All | -37.5% | -48.6% | +11.0% | -46.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling