+22.5%
MA vs VIVK
-100.0%
+122.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -27.5% | +31.4% | +3.8% |
| 7D | +10.2% | -68.7% | +78.9% | +9.7% |
| 30D | +19.3% | -90.0% | +109.4% | +18.3% |
| 3M | +18.0% | -98.1% | +116.0% | +16.3% |
| 6M | +33.7% | -99.9% | +133.6% | +30.8% |
| YTD | +18.6% | -99.9% | +118.5% | +17.4% |
| 1Y | +22.5% | -100.0% | +122.5% | +24.6% |
| All | +22.5% | -100.0% | +122.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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 · 6 months rolling