+51.3%
MA vs VIK
+236.8%
-185.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.3% |
| 7D | +1.8% | +2.6% | -0.8% | +1.3% |
| 30D | +11.8% | +7.9% | +3.9% | +10.2% |
| 3M | +17.2% | -15.2% | +32.3% | +20.4% |
| 6M | +33.4% | +6.5% | +26.9% | +30.7% |
| YTD | +16.1% | +23.3% | -7.2% | +9.2% |
| 1Y | +19.9% | +47.7% | -27.8% | +8.2% |
| All | +51.3% | +236.8% | -185.5% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling