+51.8%
MA vs VIK
+243.7%
-191.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +1.3% | +2.7% | -1.4% | +0.8% |
| 30D | +9.6% | +8.8% | +0.8% | +7.8% |
| 3M | +16.8% | -15.3% | +32.1% | +20.1% |
| 6M | +35.2% | +9.4% | +25.8% | +31.8% |
| YTD | +16.6% | +25.9% | -9.3% | +9.2% |
| 1Y | +19.8% | +51.0% | -31.2% | +7.6% |
| All | +51.8% | +243.7% | -191.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling